Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 173945.0992 | 130014.3493 | 43930.7499 | 216005.0362 | 185729.8558 | 30275.1804 |
Total P&L (%) | 173.9451 | 130.0143 | 43.9308 | 216.005 | 185.7299 | 30.2752 |
Avg Daily Profit (%) | 0.167 | 0.1248 | 0.0422 | 0.1105 | 0.1008 | 0.0254 |
Buy And Hold Return (%) | 38.4676 | 38.4676 | 38.4676 | 38.4676 | 38.4676 | 38.4676 |
Max Trade Drawdown | -47606 | -25336 | -48177 | -96174 | -75517 | -97284 |
Profit Factor | 1.5267 | 1.9584 | 1.2258 | 1.3663 | 1.8186 | 1.0834 |
Total Trades | 142 | 71 | 71 | 142 | 71 | 71 |
Winning Trades | 101 | 52 | 49 | 101 | 52 | 49 |
Losing Trades | 41 | 19 | 22 | 41 | 19 | 22 |
Profitability (%) | 71.1268 | 73.2394 | 69.0141 | 71.1268 | 73.2394 | 69.0141 |
Ratio Avg Win / Avg Loss | 0.6198 | 0.7156 | 0.5503 | 0.5546 | 0.6645 | 0.4864 |
Largest Winning Trade | 25419 | 21277 | 25419 | 51117 | 51117 | 48691 |
Largest Losing Trade | -47606 | -22601 | -47606 | -96174 | -48547 | -96174 |
Avg Bars in Trades | 171 | 168 | 175 | 171 | 168 | 175 |
Avg Bars in Winners | 111 | 121 | 102 | 111 | 121 | 102 |
Avg Bars in Losers | 319 | 297 | 338 | 319 | 297 | 338 |
Bars Traded | 24413 | 11965 | 12448 | 24413 | 11965 | 12448 |
Profit Streak | 9.0734 | 0 | 12.0734 | 9.0734 | 0 | 12.0734 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 329965 | -111887 | -343798 | -43769 | -142835 | -538740 |
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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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