Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 142094.9438 | 94079.7248 | 48015.219 | 200947.9311 | 160171.7353 | 40776.1958 |
Total P&L (%) | 142.0949 | 94.0797 | 48.0152 | 200.9479 | 160.1717 | 40.7762 |
Avg Daily Profit (%) | 0.5456 | 0.3613 | 0.1844 | 0.424 | 0.3678 | 0.1314 |
Buy And Hold Return (%) | 21.5043 | 21.5043 | 21.5043 | 21.5043 | 21.5043 | 21.5043 |
Max Trade Drawdown | -38053 | -28496 | -33508 | -107553 | -35865 | -107553 |
Profit Factor | 1.5902 | 1.8756 | 1.3601 | 1.4543 | 1.9153 | 1.1526 |
Total Trades | 134 | 67 | 67 | 134 | 67 | 67 |
Winning Trades | 99 | 50 | 49 | 99 | 50 | 49 |
Losing Trades | 35 | 17 | 18 | 35 | 17 | 18 |
Profitability (%) | 73.8806 | 74.6269 | 73.1343 | 73.8806 | 74.6269 | 73.1343 |
Ratio Avg Win / Avg Loss | 0.5622 | 0.6377 | 0.4996 | 0.5142 | 0.6512 | 0.4234 |
Largest Winning Trade | 15803 | 15803 | 12714 | 18118 | 17218 | 18118 |
Largest Losing Trade | -33508 | -16098 | -33508 | -107553 | -33726 | -107553 |
Avg Bars in Trades | 185 | 185 | 185 | 185 | 185 | 185 |
Avg Bars in Winners | 113 | 116 | 110 | 113 | 116 | 110 |
Avg Bars in Losers | 390 | 390 | 389 | 390 | 390 | 389 |
Bars Traded | 24881 | 12454 | 12427 | 24881 | 12454 | 12427 |
Profit Streak | 2.4104 | 9.3792 | 0 | 2.4104 | 9.3792 | 0 |
Trades During Streak | 1 | 3 | 0 | 1 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 390978 | -105443 | -114141 | 333074 | -103422 | -194634 |
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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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