Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 150820.8246 | 101339.3806 | 49481.444 | 211537.4434 | 187885.9643 | 23651.4792 |
Total P&L (%) | 150.8208 | 101.3394 | 49.4814 | 211.5374 | 187.886 | 23.6515 |
Avg Daily Profit (%) | 0.5791 | 0.3891 | 0.19 | 0.4373 | 0.4069 | 0.0816 |
Buy And Hold Return (%) | 20.5905 | 20.5905 | 20.5905 | 20.5905 | 20.5905 | 20.5905 |
Max Trade Drawdown | -43392 | -19054 | -55784 | -168377 | -58061 | -190673 |
Profit Factor | 1.4409 | 1.6356 | 1.271 | 1.2152 | 1.4284 | 1.0435 |
Total Trades | 223 | 112 | 111 | 223 | 112 | 111 |
Winning Trades | 165 | 82 | 83 | 165 | 82 | 83 |
Losing Trades | 58 | 30 | 28 | 58 | 30 | 28 |
Profitability (%) | 73.991 | 73.2143 | 74.7748 | 73.991 | 73.2143 | 74.7748 |
Ratio Avg Win / Avg Loss | 0.5065 | 0.5984 | 0.4288 | 0.4272 | 0.5226 | 0.352 |
Largest Winning Trade | 12860 | 12860 | 8896 | 26410 | 26410 | 19842 |
Largest Losing Trade | -37255 | -17287 | -37255 | -143147 | -53421 | -143147 |
Avg Bars in Trades | 111 | 109 | 113 | 111 | 109 | 113 |
Avg Bars in Winners | 61 | 60 | 62 | 61 | 60 | 62 |
Avg Bars in Losers | 253 | 243 | 263 | 253 | 243 | 263 |
Bars Traded | 24820 | 12252 | 12568 | 24820 | 12252 | 12568 |
Profit Streak | 1.9546 | 1.9546 | 9.3192 | 1.9546 | 1.9546 | 9.3192 |
Trades During Streak | 2 | 1 | 4 | 2 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 408856 | 276267 | 179927 | 315560 | 292009 | -374564 |
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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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