Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 193019.3089 | 202457.3546 | -9438.0457 | 73917.1223 | 112863.8739 | -38946.7516 |
Total P&L (%) | 193.0193 | 202.4574 | -9.438 | 73.9171 | 112.8639 | -38.9468 |
Avg Daily Profit (%) | 0.1544 | 0.162 | -0.0076 | 0.0443 | 0.0605 | -0.0395 |
Buy And Hold Return (%) | 16.6867 | 16.6867 | 16.6867 | 16.6867 | 16.6867 | 16.6867 |
Max Trade Drawdown | -217270 | -46715 | -213365 | -215309 | -45720 | -205548 |
Profit Factor | 1.3559 | 2.2215 | 0.9749 | 1.1905 | 2.1255 | 0.8647 |
Total Trades | 151 | 75 | 76 | 151 | 75 | 76 |
Winning Trades | 132 | 66 | 66 | 126 | 64 | 62 |
Losing Trades | 19 | 9 | 10 | 25 | 11 | 14 |
Profitability (%) | 87.4172 | 88 | 86.8421 | 83.4437 | 85.3333 | 81.5789 |
Ratio Avg Win / Avg Loss | 0.1952 | 0.3029 | 0.1477 | 0.2362 | 0.3653 | 0.1953 |
Largest Winning Trade | 18285 | 18285 | 17804 | 74371 | 20374 | 74371 |
Largest Losing Trade | -139206 | -46715 | -139206 | -179021 | -45720 | -179021 |
Avg Bars in Trades | 47 | 53 | 40 | 47 | 53 | 40 |
Avg Bars in Winners | 20 | 23 | 16 | 27 | 32 | 22 |
Avg Bars in Losers | 234 | 275 | 198 | 148 | 179 | 124 |
Bars Traded | 7131 | 4027 | 3104 | 7131 | 4027 | 3104 |
Profit Streak | 38.6 | 91.2666 | 38.6 | 38.6 | 91.2666 | 38.6 |
Trades During Streak | 14 | 9 | 7 | 14 | 9 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 483399 | -41653 | -623807 | -141237 | -161737 | -624319 |
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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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