Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 228861.867 | 195951.6071 | 32910.2599 | 325565.4666 | 242443.7146 | 83121.752 |
Total P&L (%) | 228.8619 | 195.9516 | 32.9103 | 325.5655 | 242.4437 | 83.1218 |
Avg Daily Profit (%) | 0.1526 | 0.1306 | 0.0219 | 0.0966 | 0.0821 | 0.0403 |
Buy And Hold Return (%) | 85.4688 | 85.4688 | 85.4688 | 85.4688 | 85.4688 | 85.4688 |
Max Trade Drawdown | -54673 | -56629 | -46647 | -282901 | -294211 | -157300 |
Profit Factor | 1.5555 | 1.8644 | 1.1776 | 1.2477 | 1.2955 | 1.1683 |
Total Trades | 171 | 85 | 86 | 171 | 85 | 86 |
Winning Trades | 126 | 67 | 59 | 126 | 67 | 59 |
Losing Trades | 45 | 18 | 27 | 45 | 18 | 27 |
Profitability (%) | 73.6842 | 78.8235 | 68.6047 | 73.6842 | 78.8235 | 68.6047 |
Ratio Avg Win / Avg Loss | 0.5555 | 0.5009 | 0.5389 | 0.4456 | 0.348 | 0.5346 |
Largest Winning Trade | 22592 | 22592 | 15480 | 70927 | 70927 | 44297 |
Largest Losing Trade | -47398 | -47398 | -33472 | -211047 | -211047 | -116124 |
Avg Bars in Trades | 102 | 161 | 44 | 102 | 161 | 44 |
Avg Bars in Winners | 57 | 85 | 26 | 57 | 85 | 26 |
Avg Bars in Losers | 228 | 444 | 84 | 228 | 444 | 84 |
Bars Traded | 17535 | 13711 | 3824 | 17535 | 13711 | 3824 |
Profit Streak | 605.7241 | 0 | 691.6407 | 605.7241 | 0 | 691.6407 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 300443 | -19117 | -352872 | -63755 | -84524 | -338566 |
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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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