Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 436960.309 | 329735.0649 | 107225.2441 | 913427.3668 | 788010.8775 | 125416.4894 |
Total P&L (%) | 436.9603 | 329.7351 | 107.2252 | 913.4274 | 788.0109 | 125.4165 |
Avg Daily Profit (%) | 0.3595 | 0.2713 | 0.0882 | 0.1907 | 0.1799 | 0.0669 |
Buy And Hold Return (%) | 11.6299 | 11.6299 | 11.6299 | 11.6299 | 11.6299 | 11.6299 |
Max Trade Drawdown | -123021 | -57465 | -128511 | -376359 | -274603 | -536202 |
Profit Factor | 1.4785 | 1.9154 | 1.1939 | 1.2291 | 1.492 | 1.0526 |
Total Trades | 232 | 116 | 116 | 232 | 116 | 116 |
Winning Trades | 116 | 59 | 57 | 116 | 59 | 57 |
Losing Trades | 116 | 57 | 59 | 116 | 57 | 59 |
Profitability (%) | 50 | 50.8621 | 49.1379 | 50 | 50.8621 | 49.1379 |
Ratio Avg Win / Avg Loss | 1.4785 | 1.8505 | 1.2358 | 1.2291 | 1.4414 | 1.0895 |
Largest Winning Trade | 84246 | 84246 | 35183 | 160152 | 160152 | 122605 |
Largest Losing Trade | -47046 | -27296 | -47046 | -193715 | -132076 | -193715 |
Avg Bars in Trades | 15 | 14 | 16 | 15 | 14 | 16 |
Avg Bars in Winners | 15 | 13 | 17 | 15 | 13 | 17 |
Avg Bars in Losers | 14 | 14 | 14 | 14 | 14 | 14 |
Bars Traded | 3525 | 1639 | 1885 | 3525 | 1639 | 1885 |
Profit Streak | 7.0394 | 0 | 10.706 | 7.0394 | 0 | 10.706 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 444047 | 432404 | -82084 | 352244 | 333596 | -265963 |
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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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