Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 481348.7485 | 426736.8605 | 54611.888 | 343397.748 | 329018.5048 | 14379.2432 |
Total P&L (%) | 481.3487 | 426.7369 | 54.6119 | 343.3977 | 329.0185 | 14.3792 |
Avg Daily Profit (%) | 0.231 | 0.2048 | 0.0262 | 0.0715 | 0.0699 | 0.0064 |
Buy And Hold Return (%) | 17.7814 | 17.7814 | 17.7814 | 17.7814 | 17.7814 | 17.7814 |
Max Trade Drawdown | -123028 | -96301 | -103469 | -586437 | -502754 | -281951 |
Profit Factor | 1.479 | 1.7408 | 1.1273 | 1.095 | 1.1564 | 1.0095 |
Total Trades | 183 | 92 | 91 | 183 | 92 | 91 |
Winning Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Losing Trades | 101 | 51 | 50 | 101 | 51 | 50 |
Profitability (%) | 44.8087 | 44.5652 | 45.0549 | 44.8087 | 44.5652 | 45.0549 |
Ratio Avg Win / Avg Loss | 1.8217 | 2.1654 | 1.3748 | 1.3487 | 1.4384 | 1.2311 |
Largest Winning Trade | 137468 | 137468 | 43389 | 325667 | 325667 | 141623 |
Largest Losing Trade | -32552 | -32552 | -22285 | -156309 | -156309 | -141887 |
Avg Bars in Trades | 133 | 142 | 124 | 133 | 142 | 124 |
Avg Bars in Winners | 180 | 194 | 166 | 180 | 194 | 166 |
Avg Bars in Losers | 96 | 101 | 90 | 96 | 101 | 90 |
Bars Traded | 24492 | 13147 | 11345 | 24492 | 13147 | 11345 |
Profit Streak | 38.5314 | 40.7814 | 0 | 38.5314 | 40.7814 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 347780 | 327219 | -243618 | -214025 | -149943 | -562283 |
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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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