Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 130561.3542 | 93511.805 | 37049.5492 | 152458.0997 | 159348.971 | -6890.8714 |
Total P&L (%) | 130.5614 | 93.5118 | 37.0495 | 152.4581 | 159.349 | -6.8909 |
Avg Daily Profit (%) | 0.5013 | 0.3591 | 0.1423 | 0.3562 | 0.3666 | -0.0274 |
Buy And Hold Return (%) | 23.9166 | 23.9166 | 23.9166 | 23.9166 | 23.9166 | 23.9166 |
Max Trade Drawdown | -53197 | -18950 | -57024 | -202364 | -48410 | -211877 |
Profit Factor | 1.3995 | 1.6305 | 1.2075 | 1.1818 | 1.4658 | 0.9861 |
Total Trades | 192 | 96 | 96 | 192 | 96 | 96 |
Winning Trades | 132 | 63 | 69 | 132 | 63 | 69 |
Losing Trades | 60 | 33 | 27 | 60 | 33 | 27 |
Profitability (%) | 68.75 | 65.625 | 71.875 | 68.75 | 65.625 | 71.875 |
Ratio Avg Win / Avg Loss | 0.6361 | 0.8541 | 0.4725 | 0.5372 | 0.7678 | 0.3859 |
Largest Winning Trade | 13088 | 13088 | 8623 | 27055 | 26634 | 27055 |
Largest Losing Trade | -38196 | -16502 | -38196 | -145984 | -35896 | -145984 |
Avg Bars in Trades | 128 | 127 | 130 | 128 | 127 | 130 |
Avg Bars in Winners | 74 | 70 | 78 | 74 | 70 | 78 |
Avg Bars in Losers | 248 | 237 | 262 | 248 | 237 | 262 |
Bars Traded | 24753 | 12246 | 12507 | 24753 | 12246 | 12507 |
Profit Streak | 3.7375 | 3.7375 | 11.1334 | 3.7375 | 3.7375 | 11.1334 |
Trades During Streak | 3 | 1 | 5 | 3 | 1 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 384264 | 256847 | -12126 | -11151 | 302321 | -577746 |
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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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