Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 132323.5141 | 111696.2971 | 20627.217 | 131702.0924 | 91240.8185 | 40461.2739 |
Total P&L (%) | 132.3235 | 111.6963 | 20.6272 | 131.7021 | 91.2408 | 40.4613 |
Avg Daily Profit (%) | 1.5243 | 1.2867 | 0.2376 | 0.9727 | 0.7497 | 0.3922 |
Buy And Hold Return (%) | 47.1506 | 47.1506 | 47.1506 | 47.1506 | 47.1506 | 47.1506 |
Max Trade Drawdown | -48347 | -27265 | -28660 | -82254 | -55657 | -31595 |
Profit Factor | 1.6828 | 2.0843 | 1.2272 | 1.4719 | 1.5967 | 1.3207 |
Total Trades | 131 | 66 | 65 | 131 | 66 | 65 |
Winning Trades | 56 | 23 | 33 | 56 | 23 | 33 |
Losing Trades | 75 | 43 | 32 | 75 | 43 | 32 |
Profitability (%) | 42.7481 | 34.8485 | 50.7692 | 42.7481 | 34.8485 | 50.7692 |
Ratio Avg Win / Avg Loss | 2.2537 | 3.8967 | 1.19 | 1.9713 | 2.9851 | 1.2807 |
Largest Winning Trade | 101798 | 101798 | 15742 | 75697 | 75697 | 26281 |
Largest Losing Trade | -16374 | -9115 | -16374 | -20346 | -18560 | -20346 |
Avg Bars in Trades | 186 | 171 | 200 | 186 | 171 | 200 |
Avg Bars in Winners | 291 | 275 | 301 | 291 | 275 | 301 |
Avg Bars in Losers | 107 | 115 | 96 | 107 | 115 | 96 |
Bars Traded | 24378 | 11329 | 13049 | 24378 | 11329 | 13049 |
Profit Streak | 5.5619 | 5.5619 | 11.93 | 5.5619 | 5.5619 | 11.93 |
Trades During Streak | 2 | 1 | 4 | 2 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 361399 | -118886 | -290152 | 309814 | -123586 | -288260 |
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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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