Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 168262.1707 | 122279.47 | 45982.7007 | 262363.3445 | 202709.3987 | 59653.9458 |
Total P&L (%) | 168.2622 | 122.2795 | 45.9827 | 262.3633 | 202.7094 | 59.6539 |
Avg Daily Profit (%) | 0.3231 | 0.2348 | 0.0883 | 0.2475 | 0.2129 | 0.0899 |
Buy And Hold Return (%) | 48.0532 | 48.0532 | 48.0532 | 48.0532 | 48.0532 | 48.0532 |
Max Trade Drawdown | -75332 | -28956 | -59385 | -352454 | -171913 | -260265 |
Profit Factor | 1.4778 | 1.7788 | 1.2356 | 1.2038 | 1.3595 | 1.0824 |
Total Trades | 163 | 82 | 81 | 163 | 82 | 81 |
Winning Trades | 94 | 49 | 45 | 94 | 49 | 45 |
Losing Trades | 69 | 33 | 36 | 69 | 33 | 36 |
Profitability (%) | 57.6687 | 59.7561 | 55.5556 | 57.6687 | 59.7561 | 55.5556 |
Ratio Avg Win / Avg Loss | 1.0848 | 1.198 | 0.9885 | 0.8836 | 0.9156 | 0.8659 |
Largest Winning Trade | 20420 | 20420 | 14423 | 79448 | 79448 | 73477 |
Largest Losing Trade | -19901 | -18684 | -19901 | -106707 | -106707 | -80628 |
Avg Bars in Trades | 151 | 149 | 153 | 151 | 149 | 153 |
Avg Bars in Winners | 145 | 145 | 145 | 145 | 145 | 145 |
Avg Bars in Losers | 159 | 156 | 162 | 159 | 156 | 162 |
Bars Traded | 24700 | 12276 | 12424 | 24700 | 12276 | 12424 |
Profit Streak | 14.2566 | 22.215 | 14.2566 | 14.2566 | 22.215 | 14.2566 |
Trades During Streak | 5 | 4 | 2 | 5 | 4 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 361861 | 168833 | -253575 | 277301 | 90317 | -305914 |
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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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