Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 83179.4907 | 69172.3355 | 14007.1552 | 77211.7233 | 53283.3769 | 23928.3463 |
Total P&L (%) | 83.1795 | 69.1723 | 14.0072 | 77.2117 | 53.2834 | 23.9283 |
Avg Daily Profit (%) | 0.9582 | 0.7968 | 0.1614 | 0.6613 | 0.4932 | 0.2474 |
Buy And Hold Return (%) | 36.1132 | 36.1132 | 36.1132 | 36.1132 | 36.1132 | 36.1132 |
Max Trade Drawdown | -34825 | -28880 | -13239 | -60579 | -50707 | -15750 |
Profit Factor | 1.5208 | 1.5896 | 1.3304 | 1.3365 | 1.3135 | 1.402 |
Total Trades | 155 | 77 | 78 | 155 | 77 | 78 |
Winning Trades | 74 | 34 | 40 | 74 | 34 | 40 |
Losing Trades | 81 | 43 | 38 | 81 | 43 | 38 |
Profitability (%) | 47.7419 | 44.1558 | 51.2821 | 47.7419 | 44.1558 | 51.2821 |
Ratio Avg Win / Avg Loss | 1.6647 | 2.0104 | 1.2639 | 1.4629 | 1.6612 | 1.3319 |
Largest Winning Trade | 49343 | 49343 | 9350 | 58152 | 58152 | 14165 |
Largest Losing Trade | -10747 | -10747 | -6862 | -19250 | -19250 | -8978 |
Avg Bars in Trades | 159 | 291 | 28 | 159 | 291 | 28 |
Avg Bars in Winners | 186 | 370 | 30 | 186 | 370 | 30 |
Avg Bars in Losers | 134 | 229 | 26 | 134 | 229 | 26 |
Bars Traded | 24687 | 22455 | 2232 | 24687 | 22455 | 2232 |
Profit Streak | 5.1622 | 5.1622 | 11.5372 | 5.1622 | 5.1622 | 11.5372 |
Trades During Streak | 5 | 2 | 12 | 5 | 2 | 12 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 368727 | -36761 | -192395 | 200885 | -51449 | -191221 |
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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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