Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 136204.6586 | 94112.3644 | 42092.2942 | 195143.444 | 91484.2496 | 103659.1944 |
Total P&L (%) | 136.2047 | 94.1124 | 42.0923 | 195.1434 | 91.4843 | 103.6592 |
Avg Daily Profit (%) | 2.6153 | 1.8071 | 0.8082 | 2.0999 | 1.2552 | 1.3751 |
Buy And Hold Return (%) | 31.2626 | 31.2626 | 31.2626 | 31.2626 | 31.2626 | 31.2626 |
Max Trade Drawdown | -41531 | -30376 | -15438 | -139440 | -100187 | -52203 |
Profit Factor | 1.9268 | 2.2594 | 1.5828 | 1.5118 | 1.4407 | 1.5967 |
Total Trades | 157 | 78 | 79 | 157 | 78 | 79 |
Winning Trades | 55 | 25 | 30 | 55 | 25 | 30 |
Losing Trades | 102 | 53 | 49 | 102 | 53 | 49 |
Profitability (%) | 35.0318 | 32.0513 | 37.9747 | 35.0318 | 32.0513 | 37.9747 |
Ratio Avg Win / Avg Loss | 3.5734 | 4.7899 | 2.5852 | 2.8037 | 3.0543 | 2.6079 |
Largest Winning Trade | 54990 | 54990 | 23070 | 67948 | 67948 | 40566 |
Largest Losing Trade | -7262 | -5618 | -7262 | -21499 | -21499 | -18924 |
Avg Bars in Trades | 157 | 135 | 179 | 157 | 135 | 179 |
Avg Bars in Winners | 258 | 204 | 303 | 258 | 204 | 303 |
Avg Bars in Losers | 102 | 102 | 102 | 102 | 102 | 102 |
Bars Traded | 24685 | 10534 | 14151 | 24685 | 10534 | 14151 |
Profit Streak | 0 | 11.6835 | 0 | 0 | 11.6835 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 324857 | -28043 | -76018 | 317029 | -30843 | -20265 |
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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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