Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 132524.1361 | 94857.57 | 37666.5662 | 147273.8909 | 165641.3372 | -18367.4463 |
Total P&L (%) | 132.5241 | 94.8576 | 37.6666 | 147.2739 | 165.6413 | -18.3674 |
Avg Daily Profit (%) | 0.5089 | 0.3642 | 0.1446 | 0.3482 | 0.3759 | -0.0779 |
Buy And Hold Return (%) | 34.0831 | 34.0831 | 34.0831 | 34.0831 | 34.0831 | 34.0831 |
Max Trade Drawdown | -45304 | -22921 | -38221 | -189557 | -66157 | -168786 |
Profit Factor | 1.3837 | 1.5829 | 1.2062 | 1.1867 | 1.513 | 0.9606 |
Total Trades | 175 | 87 | 88 | 175 | 87 | 88 |
Winning Trades | 106 | 54 | 52 | 106 | 54 | 52 |
Losing Trades | 69 | 33 | 36 | 69 | 33 | 36 |
Profitability (%) | 60.5714 | 62.069 | 59.0909 | 60.5714 | 62.069 | 59.0909 |
Ratio Avg Win / Avg Loss | 0.9007 | 0.9673 | 0.8351 | 0.7725 | 0.9246 | 0.665 |
Largest Winning Trade | 17515 | 17042 | 17515 | 44537 | 24169 | 44537 |
Largest Losing Trade | -37126 | -15963 | -37126 | -158147 | -38123 | -158147 |
Avg Bars in Trades | 140 | 137 | 144 | 140 | 137 | 144 |
Avg Bars in Winners | 103 | 94 | 112 | 103 | 94 | 112 |
Avg Bars in Losers | 197 | 207 | 189 | 197 | 207 | 189 |
Bars Traded | 24620 | 11938 | 12683 | 24620 | 11938 | 12683 |
Profit Streak | 3.9015 | 3.9015 | 4.5474 | 3.9015 | 3.9015 | 4.5474 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 300593 | 204523 | -134959 | -8416 | 259160 | -580557 |
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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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