Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 109818.3036 | 86811.7234 | 23006.5802 | 104063.8961 | 76536.1215 | 27527.7746 |
Total P&L (%) | 109.8183 | 86.8117 | 23.0066 | 104.0639 | 76.5361 | 27.5278 |
Avg Daily Profit (%) | 1.265 | 1 | 0.265 | 0.825 | 0.6569 | 0.2805 |
Buy And Hold Return (%) | 33.8762 | 33.8762 | 33.8762 | 33.8762 | 33.8762 | 33.8762 |
Max Trade Drawdown | -62348 | -45707 | -34952 | -163306 | -113026 | -101426 |
Profit Factor | 1.4906 | 1.7057 | 1.2282 | 1.241 | 1.3286 | 1.1384 |
Total Trades | 167 | 84 | 83 | 167 | 84 | 83 |
Winning Trades | 81 | 33 | 48 | 81 | 33 | 48 |
Losing Trades | 86 | 51 | 35 | 86 | 51 | 35 |
Profitability (%) | 48.503 | 39.2857 | 57.8313 | 48.503 | 39.2857 | 57.8313 |
Ratio Avg Win / Avg Loss | 1.5826 | 2.6361 | 0.8955 | 1.3176 | 2.0533 | 0.8301 |
Largest Winning Trade | 55108 | 55108 | 14016 | 71480 | 71480 | 34251 |
Largest Losing Trade | -28732 | -10022 | -28732 | -90300 | -32580 | -90300 |
Avg Bars in Trades | 146 | 138 | 153 | 146 | 138 | 153 |
Avg Bars in Winners | 194 | 195 | 194 | 194 | 195 | 194 |
Avg Bars in Losers | 100 | 101 | 97 | 100 | 101 | 97 |
Bars Traded | 24405 | 11651 | 12753 | 24405 | 11651 | 12753 |
Profit Streak | 0 | 0 | 6.7546 | 0 | 0 | 6.7546 |
Trades During Streak | 0 | 0 | 4 | 0 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 394650 | 223656 | -159259 | 280546 | 46533 | -227075 |
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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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