Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 110404.595 | 84044.1616 | 26360.4334 | 124981.3417 | 111899.6152 | 13081.7265 |
Total P&L (%) | 110.4046 | 84.0442 | 26.3604 | 124.9813 | 111.8996 | 13.0817 |
Avg Daily Profit (%) | 0.4239 | 0.3227 | 0.1012 | 0.3118 | 0.2888 | 0.0472 |
Buy And Hold Return (%) | 16.9349 | 16.9349 | 16.9349 | 16.9349 | 16.9349 | 16.9349 |
Max Trade Drawdown | -46587 | -41003 | -33295 | -80387 | -50334 | -80660 |
Profit Factor | 1.3251 | 1.5361 | 1.1442 | 1.243 | 1.4961 | 1.0453 |
Total Trades | 289 | 144 | 145 | 289 | 144 | 145 |
Winning Trades | 159 | 80 | 79 | 159 | 80 | 79 |
Losing Trades | 130 | 64 | 66 | 130 | 64 | 66 |
Profitability (%) | 55.0173 | 55.5556 | 54.4828 | 55.0173 | 55.5556 | 54.4828 |
Ratio Avg Win / Avg Loss | 1.0834 | 1.2289 | 0.9559 | 1.0163 | 1.1969 | 0.8733 |
Largest Winning Trade | 14018 | 14018 | 13082 | 20001 | 18869 | 20001 |
Largest Losing Trade | -33174 | -18965 | -33174 | -80387 | -22999 | -80387 |
Avg Bars in Trades | 81 | 106 | 57 | 81 | 106 | 57 |
Avg Bars in Winners | 75 | 94 | 56 | 75 | 94 | 56 |
Avg Bars in Losers | 89 | 121 | 58 | 89 | 121 | 58 |
Bars Traded | 23663 | 15291 | 8373 | 23663 | 15291 | 8373 |
Profit Streak | 0 | 7.3437 | 0 | 0 | 7.3437 | 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 | 367855 | 311850 | -132297 | 326851 | 332377 | -468956 |
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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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