Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 139786.0077 | 93864.9485 | 45921.0592 | 190135.1365 | 203677.7839 | -13542.6474 |
Total P&L (%) | 139.786 | 93.8649 | 45.9211 | 190.1351 | 203.6778 | -13.5426 |
Avg Daily Profit (%) | 0.5368 | 0.3604 | 0.1763 | 0.4099 | 0.4275 | -0.0559 |
Buy And Hold Return (%) | 19.8902 | 19.8902 | 19.8902 | 19.8902 | 19.8902 | 19.8902 |
Max Trade Drawdown | -70858 | -23549 | -53662 | -364815 | -130811 | -262608 |
Profit Factor | 1.417 | 1.5859 | 1.2624 | 1.1564 | 1.3674 | 0.9795 |
Total Trades | 232 | 116 | 116 | 232 | 116 | 116 |
Winning Trades | 143 | 70 | 73 | 143 | 70 | 73 |
Losing Trades | 89 | 46 | 43 | 89 | 46 | 43 |
Profitability (%) | 61.6379 | 60.3448 | 62.931 | 61.6379 | 60.3448 | 62.931 |
Ratio Avg Win / Avg Loss | 0.8819 | 1.0422 | 0.7436 | 0.7197 | 0.8986 | 0.577 |
Largest Winning Trade | 13769 | 11138 | 13769 | 36115 | 30583 | 36115 |
Largest Losing Trade | -36745 | -12953 | -36745 | -169423 | -67308 | -169423 |
Avg Bars in Trades | 106 | 105 | 108 | 106 | 105 | 108 |
Avg Bars in Winners | 80 | 75 | 85 | 80 | 75 | 85 |
Avg Bars in Losers | 149 | 151 | 147 | 149 | 151 | 147 |
Bars Traded | 24806 | 12232 | 12574 | 24806 | 12232 | 12574 |
Profit Streak | 0 | 3.9926 | 0 | 0 | 3.9926 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 394524 | 313674 | 29182 | -39432 | 283220 | -580743 |
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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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