Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 141351.099 | 99616.6121 | 41734.4869 | 178503.2748 | 169537.9498 | 8965.325 |
Total P&L (%) | 141.3511 | 99.6166 | 41.7345 | 178.5033 | 169.538 | 8.9653 |
Avg Daily Profit (%) | 0.5428 | 0.3825 | 0.1603 | 0.3941 | 0.3815 | 0.033 |
Buy And Hold Return (%) | 21.1783 | 21.1783 | 21.1783 | 21.1783 | 21.1783 | 21.1783 |
Max Trade Drawdown | -43916 | -21552 | -40014 | -184128 | -60575 | -160143 |
Profit Factor | 1.4336 | 1.6605 | 1.2383 | 1.2068 | 1.4474 | 1.0185 |
Total Trades | 192 | 96 | 96 | 192 | 96 | 96 |
Winning Trades | 132 | 67 | 65 | 132 | 67 | 65 |
Losing Trades | 60 | 29 | 31 | 60 | 29 | 31 |
Profitability (%) | 68.75 | 69.7917 | 67.7083 | 68.75 | 69.7917 | 67.7083 |
Ratio Avg Win / Avg Loss | 0.6516 | 0.7187 | 0.5906 | 0.5485 | 0.6265 | 0.4858 |
Largest Winning Trade | 11692 | 10495 | 11692 | 31410 | 20058 | 31410 |
Largest Losing Trade | -40014 | -18421 | -40014 | -160143 | -53046 | -160143 |
Avg Bars in Trades | 128 | 124 | 133 | 128 | 124 | 133 |
Avg Bars in Winners | 84 | 79 | 89 | 84 | 79 | 89 |
Avg Bars in Losers | 226 | 227 | 225 | 226 | 227 | 225 |
Bars Traded | 24754 | 11929 | 12825 | 24754 | 11929 | 12825 |
Profit Streak | 3.8388 | 3.8388 | 11.1825 | 3.8388 | 3.8388 | 11.1825 |
Trades During Streak | 3 | 1 | 5 | 3 | 1 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 437054 | 314356 | 26204 | 349216 | 333748 | -513955 |
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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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