Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 206421.4478 | 144000.1309 | 62421.3169 | 395914.329 | 224089.3054 | 171825.0237 |
Total P&L (%) | 206.4214 | 144.0001 | 62.4213 | 395.9143 | 224.0893 | 171.825 |
Avg Daily Profit (%) | 0.1982 | 0.1382 | 0.0599 | 0.1538 | 0.1129 | 0.096 |
Buy And Hold Return (%) | 26.8792 | 26.8792 | 26.8792 | 26.8792 | 26.8792 | 26.8792 |
Max Trade Drawdown | -65166 | -49769 | -16596 | -170070 | -170070 | -37661 |
Profit Factor | 1.7027 | 1.6732 | 1.7818 | 1.5347 | 1.4025 | 1.9356 |
Total Trades | 171 | 85 | 86 | 171 | 85 | 86 |
Winning Trades | 123 | 63 | 60 | 123 | 63 | 60 |
Losing Trades | 48 | 22 | 26 | 48 | 22 | 26 |
Profitability (%) | 71.9298 | 74.1176 | 69.7674 | 71.9298 | 74.1176 | 69.7674 |
Ratio Avg Win / Avg Loss | 0.6645 | 0.5843 | 0.7721 | 0.5989 | 0.4898 | 0.8388 |
Largest Winning Trade | 23551 | 17726 | 23551 | 94532 | 51474 | 94532 |
Largest Losing Trade | -40902 | -40902 | -8479 | -170070 | -170070 | -24112 |
Avg Bars in Trades | 143 | 257 | 29 | 143 | 257 | 29 |
Avg Bars in Winners | 73 | 124 | 20 | 73 | 124 | 20 |
Avg Bars in Losers | 320 | 640 | 50 | 320 | 640 | 50 |
Bars Traded | 24465 | 21915 | 2550 | 24465 | 21915 | 2550 |
Profit Streak | 6.9428 | 9.9011 | 6.9428 | 6.9428 | 9.9011 | 6.9428 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 482939 | -5007 | -113097 | 447806 | -38987 | -60304 |
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# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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