Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 382331.3932 | 358933.9626 | 23397.4305 | 166792.4788 | 217370.4915 | -50578.0127 |
Total P&L (%) | 382.3314 | 358.934 | 23.3974 | 166.7925 | 217.3705 | -50.578 |
Avg Daily Profit (%) | 0.2708 | 0.2542 | 0.0166 | 0.0695 | 0.0818 | -0.0499 |
Buy And Hold Return (%) | 30.0276 | 30.0276 | 30.0276 | 30.0276 | 30.0276 | 30.0276 |
Max Trade Drawdown | -98282 | -126270 | -62542 | -161410 | -134232 | -156500 |
Profit Factor | 1.5399 | 1.9578 | 1.0702 | 1.1924 | 1.4793 | 0.8776 |
Total Trades | 148 | 74 | 74 | 148 | 74 | 74 |
Winning Trades | 66 | 35 | 31 | 66 | 35 | 31 |
Losing Trades | 82 | 39 | 43 | 82 | 39 | 43 |
Profitability (%) | 44.5946 | 47.2973 | 41.8919 | 44.5946 | 47.2973 | 41.8919 |
Ratio Avg Win / Avg Loss | 1.9132 | 2.1816 | 1.4844 | 1.4815 | 1.6483 | 1.2174 |
Largest Winning Trade | 154568 | 154568 | 65001 | 189215 | 189215 | 72632 |
Largest Losing Trade | -34960 | -34960 | -27434 | -89503 | -56105 | -89503 |
Avg Bars in Trades | 26 | 29 | 24 | 26 | 29 | 24 |
Avg Bars in Winners | 29 | 30 | 29 | 29 | 30 | 29 |
Avg Bars in Losers | 24 | 28 | 21 | 24 | 28 | 21 |
Bars Traded | 3992 | 2180 | 1812 | 3992 | 2180 | 1812 |
Profit Streak | 0 | 0 | 549.0914 | 0 | 0 | 549.0914 |
Trades During Streak | 0 | 0 | 4 | 0 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 340349 | -53428 | -545808 | -111401 | -146647 | -645093 |
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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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