Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 251427.7713 | 228127.2376 | 23300.5337 | 90415.9927 | 184062.1882 | -93646.1956 |
Total P&L (%) | 251.4278 | 228.1272 | 23.3005 | 90.416 | 184.0622 | -93.6462 |
Avg Daily Profit (%) | 0.2074 | 0.1882 | 0.0192 | 0.0532 | 0.0862 | -0.2271 |
Buy And Hold Return (%) | 38.6157 | 38.6157 | 38.6157 | 38.6157 | 38.6157 | 38.6157 |
Max Trade Drawdown | -125224 | -72107 | -116786 | -187746 | -103976 | -209930 |
Profit Factor | 1.3055 | 1.6065 | 1.0522 | 1.0859 | 1.4193 | 0.8473 |
Total Trades | 197 | 98 | 99 | 197 | 98 | 99 |
Winning Trades | 110 | 57 | 53 | 110 | 57 | 53 |
Losing Trades | 87 | 41 | 46 | 87 | 41 | 46 |
Profitability (%) | 55.8376 | 58.1633 | 53.5354 | 55.8376 | 58.1633 | 53.5354 |
Ratio Avg Win / Avg Loss | 1.0326 | 1.1555 | 0.9132 | 0.8589 | 1.0209 | 0.7354 |
Largest Winning Trade | 59315 | 59315 | 23473 | 50284 | 50284 | 37175 |
Largest Losing Trade | -49276 | -40267 | -49276 | -88888 | -54883 | -88888 |
Avg Bars in Trades | 17 | 20 | 15 | 17 | 20 | 15 |
Avg Bars in Winners | 17 | 20 | 14 | 17 | 20 | 14 |
Avg Bars in Losers | 18 | 21 | 15 | 18 | 21 | 15 |
Bars Traded | 3535 | 2039 | 1497 | 3535 | 2039 | 1497 |
Profit Streak | 6.0864 | 0 | 7.753 | 6.0864 | 0 | 7.753 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 368585 | 351541 | -496657 | -251473 | -77587 | -579655 |
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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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