Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 286294.5741 | 220404.7304 | 65889.8437 | 401071.5428 | 336292.239 | 64779.3038 |
Total P&L (%) | 286.2946 | 220.4047 | 65.8898 | 401.0715 | 336.2922 | 64.7793 |
Avg Daily Profit (%) | 0.1587 | 0.1222 | 0.0365 | 0.0894 | 0.0817 | 0.0277 |
Buy And Hold Return (%) | 17.3505 | 17.3505 | 17.3505 | 17.3505 | 17.3505 | 17.3505 |
Max Trade Drawdown | -117802 | -27283 | -172520 | -247608 | -100753 | -279556 |
Profit Factor | 1.5594 | 2.2895 | 1.1933 | 1.3884 | 1.9856 | 1.0937 |
Total Trades | 170 | 85 | 85 | 170 | 85 | 85 |
Winning Trades | 89 | 46 | 43 | 89 | 46 | 43 |
Losing Trades | 81 | 39 | 42 | 81 | 39 | 42 |
Profitability (%) | 52.3529 | 54.1176 | 50.5882 | 52.3529 | 54.1176 | 50.5882 |
Ratio Avg Win / Avg Loss | 1.4193 | 1.9411 | 1.1656 | 1.2636 | 1.6834 | 1.0682 |
Largest Winning Trade | 42239 | 34272 | 42239 | 98335 | 72523 | 98335 |
Largest Losing Trade | -60140 | -15483 | -60140 | -80371 | -38998 | -80371 |
Avg Bars in Trades | 19 | 17 | 21 | 19 | 17 | 21 |
Avg Bars in Winners | 20 | 20 | 21 | 20 | 20 | 21 |
Avg Bars in Losers | 18 | 14 | 21 | 18 | 14 | 21 |
Bars Traded | 3331 | 1515 | 1816 | 3331 | 1515 | 1816 |
Profit Streak | 621.5136 | 750.5136 | 621.5136 | 621.5136 | 750.5136 | 621.5136 |
Trades During Streak | 2 | 7 | 1 | 2 | 7 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 409284 | -23624 | -153760 | -70553 | -78201 | -275211 |
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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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