Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 148397.544 | 124599.0754 | 23798.4686 | 46011.1748 | -10777.6641 | 56788.8389 |
Total P&L (%) | 148.3975 | 124.5991 | 23.7985 | 46.0112 | -10.7777 | 56.7888 |
Avg Daily Profit (%) | 0.2849 | 0.2392 | 0.0457 | 0.0727 | -0.0219 | 0.0864 |
Buy And Hold Return (%) | 14.0682 | 14.0682 | 14.0682 | 14.0682 | 14.0682 | 14.0682 |
Max Trade Drawdown | -71093 | -94513 | -18636 | -261295 | -308370 | -36422 |
Profit Factor | 1.3242 | 1.3294 | 1.2994 | 1.0471 | 0.9872 | 1.4131 |
Total Trades | 185 | 92 | 93 | 185 | 92 | 93 |
Winning Trades | 99 | 46 | 53 | 99 | 46 | 53 |
Losing Trades | 86 | 46 | 40 | 86 | 46 | 40 |
Profitability (%) | 53.5135 | 50 | 56.9892 | 53.5135 | 50 | 56.9892 |
Ratio Avg Win / Avg Loss | 1.1503 | 1.3294 | 0.9807 | 0.9096 | 0.9872 | 1.0665 |
Largest Winning Trade | 90585 | 90585 | 5707 | 138086 | 138086 | 13673 |
Largest Losing Trade | -34223 | -34223 | -5795 | -100520 | -100520 | -15771 |
Avg Bars in Trades | 130 | 242 | 19 | 130 | 242 | 19 |
Avg Bars in Winners | 123 | 246 | 17 | 123 | 246 | 17 |
Avg Bars in Losers | 138 | 239 | 22 | 138 | 239 | 22 |
Bars Traded | 24176 | 22354 | 1823 | 24176 | 22354 | 1823 |
Profit Streak | 0 | 9.336 | 0 | 0 | 9.336 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 339625 | 304340 | -142104 | -268300 | -580544 | -78730 |
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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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