Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 215452.2517 | 157064.3977 | 58387.854 | 368331.8759 | 345768.007 | 22563.8689 |
Total P&L (%) | 215.4523 | 157.0644 | 58.3879 | 368.3319 | 345.768 | 22.5639 |
Avg Daily Profit (%) | 0.2068 | 0.1508 | 0.0561 | 0.1483 | 0.1436 | 0.0195 |
Buy And Hold Return (%) | 72.8469 | 72.8469 | 72.8469 | 72.8469 | 72.8469 | 72.8469 |
Max Trade Drawdown | -61630 | -39307 | -47145 | -244372 | -155954 | -192149 |
Profit Factor | 1.5225 | 1.9656 | 1.2339 | 1.3586 | 1.9063 | 1.0349 |
Total Trades | 192 | 96 | 96 | 192 | 96 | 96 |
Winning Trades | 114 | 55 | 59 | 114 | 55 | 59 |
Losing Trades | 78 | 41 | 37 | 78 | 41 | 37 |
Profitability (%) | 59.375 | 57.2917 | 61.4583 | 59.375 | 57.2917 | 61.4583 |
Ratio Avg Win / Avg Loss | 1.0417 | 1.4653 | 0.7738 | 0.9295 | 1.4211 | 0.649 |
Largest Winning Trade | 26339 | 26337 | 26339 | 99509 | 99509 | 78770 |
Largest Losing Trade | -43144 | -22258 | -43144 | -170126 | -69979 | -170126 |
Avg Bars in Trades | 127 | 129 | 125 | 127 | 129 | 125 |
Avg Bars in Winners | 111 | 120 | 102 | 111 | 120 | 102 |
Avg Bars in Losers | 151 | 140 | 163 | 151 | 140 | 163 |
Bars Traded | 24518 | 12427 | 12091 | 24518 | 12427 | 12091 |
Profit Streak | 70.4218 | 70.4218 | 73.0468 | 70.4218 | 70.4218 | 73.0468 |
Trades During Streak | 8 | 4 | 4 | 8 | 4 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 352844 | 217843 | -283223 | 226022 | 60084 | -513684 |
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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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