Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 259174.9143 | 209208.8378 | 49966.0765 | 154795.2126 | 189598.8135 | -34803.6009 |
Total P&L (%) | 259.1749 | 209.2088 | 49.9661 | 154.7952 | 189.5988 | -34.8036 |
Avg Daily Profit (%) | 0.2111 | 0.1704 | 0.0407 | 0.0762 | 0.0867 | -0.0348 |
Buy And Hold Return (%) | 28.6219 | 28.6219 | 28.6219 | 28.6219 | 28.6219 | 28.6219 |
Max Trade Drawdown | -123690 | -121467 | -49559 | -416308 | -356226 | -186536 |
Profit Factor | 1.399 | 1.5151 | 1.2053 | 1.0956 | 1.1888 | 0.9434 |
Total Trades | 183 | 91 | 92 | 183 | 91 | 92 |
Winning Trades | 103 | 45 | 58 | 103 | 45 | 58 |
Losing Trades | 80 | 46 | 34 | 80 | 46 | 34 |
Profitability (%) | 56.2842 | 49.4505 | 63.0435 | 56.2842 | 49.4505 | 63.0435 |
Ratio Avg Win / Avg Loss | 1.0866 | 1.5488 | 0.7065 | 0.851 | 1.2152 | 0.553 |
Largest Winning Trade | 84521 | 84521 | 26674 | 143434 | 143434 | 36894 |
Largest Losing Trade | -47262 | -47262 | -20034 | -104218 | -97231 | -104218 |
Avg Bars in Trades | 25 | 42 | 8 | 25 | 42 | 8 |
Avg Bars in Winners | 24 | 46 | 8 | 24 | 46 | 8 |
Avg Bars in Losers | 25 | 38 | 7 | 25 | 38 | 7 |
Bars Traded | 4591 | 3836 | 755 | 4591 | 3836 | 755 |
Profit Streak | 40.115 | 40.115 | 122.615 | 40.115 | 40.115 | 122.615 |
Trades During Streak | 3 | 1 | 7 | 3 | 1 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 427792 | 356443 | -145849 | -205745 | -90297 | -577350 |
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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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