Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 57428.5252 | 45119.48 | 12309.0452 | 50369.6038 | 45187.5031 | 5182.1007 |
Total P&L (%) | 57.4285 | 45.1195 | 12.309 | 50.3696 | 45.1875 | 5.1821 |
Avg Daily Profit (%) | 0.6615 | 0.5198 | 0.1418 | 0.471 | 0.4304 | 0.0582 |
Buy And Hold Return (%) | 19.8571 | 19.8571 | 19.8571 | 19.8571 | 19.8571 | 19.8571 |
Max Trade Drawdown | -50241 | -17625 | -45356 | -71798 | -25418 | -63671 |
Profit Factor | 1.3054 | 1.5706 | 1.1129 | 1.1902 | 1.3997 | 1.0341 |
Total Trades | 333 | 166 | 167 | 333 | 166 | 167 |
Winning Trades | 259 | 128 | 131 | 259 | 128 | 131 |
Losing Trades | 74 | 38 | 36 | 74 | 38 | 36 |
Profitability (%) | 77.7778 | 77.1084 | 78.4431 | 77.7778 | 77.1084 | 78.4431 |
Ratio Avg Win / Avg Loss | 0.373 | 0.4663 | 0.3058 | 0.3401 | 0.4155 | 0.2842 |
Largest Winning Trade | 4480 | 4480 | 4310 | 6288 | 5944 | 6288 |
Largest Losing Trade | -39365 | -11855 | -39365 | -54569 | -16710 | -54569 |
Avg Bars in Trades | 73 | 71 | 74 | 73 | 71 | 74 |
Avg Bars in Winners | 34 | 32 | 35 | 34 | 32 | 35 |
Avg Bars in Losers | 208 | 203 | 215 | 208 | 203 | 215 |
Bars Traded | 24346 | 11909 | 12437 | 24346 | 11909 | 12437 |
Profit Streak | 1.0541 | 1.0541 | 2.8457 | 1.0541 | 1.0541 | 2.8457 |
Trades During Streak | 5 | 2 | 3 | 5 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 300104 | 178924 | -265578 | -5325 | 104650 | -463967 |
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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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