Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 281693.3905 | 270853.3988 | 10839.9917 | 117187.4917 | 86183.7649 | 31003.7268 |
Total P&L (%) | 281.6934 | 270.8534 | 10.84 | 117.1875 | 86.1838 | 31.0037 |
Avg Daily Profit (%) | 0.2704 | 0.26 | 0.0104 | 0.0745 | 0.0597 | 0.0259 |
Buy And Hold Return (%) | 56.1576 | 56.1576 | 56.1576 | 56.1576 | 56.1576 | 56.1576 |
Max Trade Drawdown | -85229 | -75637 | -45871 | -170430 | -182129 | -67560 |
Profit Factor | 1.6723 | 1.8355 | 1.1143 | 1.1545 | 1.1396 | 1.2192 |
Total Trades | 97 | 48 | 49 | 97 | 48 | 49 |
Winning Trades | 43 | 19 | 24 | 43 | 19 | 24 |
Losing Trades | 54 | 29 | 25 | 54 | 29 | 25 |
Profitability (%) | 44.3299 | 39.5833 | 48.9796 | 44.3299 | 39.5833 | 48.9796 |
Ratio Avg Win / Avg Loss | 2.1001 | 2.8016 | 1.1608 | 1.4498 | 1.7394 | 1.27 |
Largest Winning Trade | 185684 | 185684 | 19218 | 178515 | 178515 | 27351 |
Largest Losing Trade | -24393 | -24393 | -12230 | -70399 | -70399 | -25336 |
Avg Bars in Trades | 251 | 472 | 34 | 251 | 472 | 34 |
Avg Bars in Winners | 310 | 649 | 42 | 310 | 649 | 42 |
Avg Bars in Losers | 204 | 357 | 26 | 204 | 357 | 26 |
Bars Traded | 24377 | 22697 | 1680 | 24377 | 22697 | 1680 |
Profit Streak | 10.9452 | 0 | 62.1952 | 10.9452 | 0 | 62.1952 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 315511 | 221906 | -438787 | -151736 | -193004 | -323748 |
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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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