Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 273096.027 | 221140.6093 | 51955.4177 | 235546.6413 | 133605.0506 | 101941.5907 |
Total P&L (%) | 273.096 | 221.1406 | 51.9554 | 235.5466 | 133.6051 | 101.9416 |
Avg Daily Profit (%) | 0.2622 | 0.2123 | 0.0499 | 0.1163 | 0.0815 | 0.0675 |
Buy And Hold Return (%) | 15.3686 | 15.3686 | 15.3686 | 15.3686 | 15.3686 | 15.3686 |
Max Trade Drawdown | -105620 | -100621 | -12549 | -734299 | -687769 | -77394 |
Profit Factor | 1.6258 | 1.6549 | 1.5262 | 1.1391 | 1.1001 | 1.2848 |
Total Trades | 189 | 94 | 95 | 189 | 94 | 95 |
Winning Trades | 93 | 42 | 51 | 93 | 42 | 51 |
Losing Trades | 96 | 52 | 44 | 96 | 52 | 44 |
Profitability (%) | 49.2063 | 44.6809 | 53.6842 | 49.2063 | 44.6809 | 53.6842 |
Ratio Avg Win / Avg Loss | 1.6782 | 2.0489 | 1.3167 | 1.1759 | 1.362 | 1.1085 |
Largest Winning Trade | 153780 | 153780 | 9336 | 623271 | 623271 | 42588 |
Largest Losing Trade | -32538 | -32538 | -8525 | -188710 | -188710 | -47285 |
Avg Bars in Trades | 131 | 244 | 19 | 131 | 244 | 19 |
Avg Bars in Winners | 129 | 262 | 19 | 129 | 262 | 19 |
Avg Bars in Losers | 133 | 229 | 19 | 133 | 229 | 19 |
Bars Traded | 24856 | 22998 | 1858 | 24856 | 22998 | 1858 |
Profit Streak | 16.243 | 16.243 | 22.368 | 16.243 | 16.243 | 22.368 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 482179 | 326326 | -126112 | -103084 | -196404 | -101573 |
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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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