Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 159372.8788 | 158993.5965 | 379.2823 | 57545.2162 | 130222.2261 | -72677.0099 |
Total P&L (%) | 159.3729 | 158.9936 | 0.3793 | 57.5452 | 130.2222 | -72.677 |
Avg Daily Profit (%) | 0.153 | 0.1526 | 0.0004 | 0.0436 | 0.0801 | -0.1245 |
Buy And Hold Return (%) | 13.7758 | 13.7758 | 13.7758 | 13.7758 | 13.7758 | 13.7758 |
Max Trade Drawdown | -83671 | -38491 | -98260 | -150277 | -52788 | -152054 |
Profit Factor | 1.2311 | 1.7095 | 1.0008 | 1.0622 | 1.4286 | 0.8831 |
Total Trades | 248 | 124 | 124 | 248 | 124 | 124 |
Winning Trades | 100 | 57 | 43 | 100 | 57 | 43 |
Losing Trades | 148 | 67 | 81 | 148 | 67 | 81 |
Profitability (%) | 40.3226 | 45.9677 | 34.6774 | 40.3226 | 45.9677 | 34.6774 |
Ratio Avg Win / Avg Loss | 1.8221 | 2.0094 | 1.8853 | 1.572 | 1.6792 | 1.6635 |
Largest Winning Trade | 57522 | 34598 | 57522 | 73274 | 36411 | 73274 |
Largest Losing Trade | -30057 | -12419 | -30057 | -43949 | -19784 | -43949 |
Avg Bars in Trades | 99 | 31 | 167 | 99 | 31 | 167 |
Avg Bars in Winners | 176 | 38 | 359 | 176 | 38 | 359 |
Avg Bars in Losers | 48 | 26 | 66 | 48 | 26 | 66 |
Bars Traded | 24789 | 3960 | 20829 | 24789 | 3960 | 20829 |
Profit Streak | 19.8979 | 19.8979 | 50.8979 | 19.8979 | 19.8979 | 50.8979 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 251918 | 331875 | -581387 | -288704 | -85283 | -582769 |
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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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