Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 221431.7283 | 165469.3246 | 55962.4036 | 435539.3105 | 277848.864 | 157690.4465 |
Total P&L (%) | 221.4317 | 165.4693 | 55.9624 | 435.5393 | 277.8489 | 157.6904 |
Avg Daily Profit (%) | 0.2126 | 0.1589 | 0.0537 | 0.1612 | 0.1277 | 0.0909 |
Buy And Hold Return (%) | 44.7348 | 44.7348 | 44.7348 | 44.7348 | 44.7348 | 44.7348 |
Max Trade Drawdown | -34338 | -36377 | -14729 | -130444 | -136670 | -28930 |
Profit Factor | 1.813 | 1.8416 | 1.7388 | 1.7505 | 1.6184 | 2.2039 |
Total Trades | 127 | 63 | 64 | 127 | 63 | 64 |
Winning Trades | 81 | 40 | 41 | 81 | 40 | 41 |
Losing Trades | 46 | 23 | 23 | 46 | 23 | 23 |
Profitability (%) | 63.7795 | 63.4921 | 64.0625 | 63.7795 | 63.4921 | 64.0625 |
Ratio Avg Win / Avg Loss | 1.0296 | 1.0589 | 0.9754 | 0.9941 | 0.9306 | 1.2363 |
Largest Winning Trade | 46217 | 46217 | 15673 | 91687 | 91687 | 47795 |
Largest Losing Trade | -23175 | -23175 | -14610 | -94430 | -94430 | -27020 |
Avg Bars in Trades | 187 | 301 | 75 | 187 | 301 | 75 |
Avg Bars in Winners | 162 | 265 | 61 | 162 | 265 | 61 |
Avg Bars in Losers | 232 | 364 | 100 | 232 | 364 | 100 |
Bars Traded | 23851 | 19019 | 4832 | 23851 | 19019 | 4832 |
Profit Streak | 24.6492 | 24.6492 | 54.5242 | 24.6492 | 24.6492 | 54.5242 |
Trades During Streak | 5 | 2 | 4 | 5 | 2 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 444476 | -136741 | -344240 | 413942 | -166689 | -207039 |
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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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