Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 178539.295 | 161734.9329 | 16804.3621 | 101483.4054 | 173699.4084 | -72216.003 |
Total P&L (%) | 178.5393 | 161.7349 | 16.8044 | 101.4834 | 173.6994 | -72.216 |
Avg Daily Profit (%) | 0.1714 | 0.1553 | 0.0161 | 0.0673 | 0.0967 | -0.1229 |
Buy And Hold Return (%) | 12.7397 | 12.7397 | 12.7397 | 12.7397 | 12.7397 | 12.7397 |
Max Trade Drawdown | -80604 | -66728 | -64395 | -239795 | -237561 | -191876 |
Profit Factor | 1.3691 | 1.6408 | 1.0727 | 1.0843 | 1.273 | 0.8728 |
Total Trades | 167 | 83 | 84 | 167 | 83 | 84 |
Winning Trades | 111 | 53 | 58 | 111 | 53 | 58 |
Losing Trades | 56 | 30 | 26 | 56 | 30 | 26 |
Profitability (%) | 66.4671 | 63.8554 | 69.0476 | 66.4671 | 63.8554 | 69.0476 |
Ratio Avg Win / Avg Loss | 0.6907 | 0.9287 | 0.4808 | 0.547 | 0.7206 | 0.3913 |
Largest Winning Trade | 40259 | 40259 | 12838 | 96640 | 96640 | 29289 |
Largest Losing Trade | -51162 | -51162 | -29240 | -207801 | -207801 | -103107 |
Avg Bars in Trades | 144 | 208 | 80 | 144 | 208 | 80 |
Avg Bars in Winners | 85 | 113 | 61 | 85 | 113 | 61 |
Avg Bars in Losers | 260 | 378 | 124 | 260 | 378 | 124 |
Bars Traded | 24111 | 17342 | 6769 | 24111 | 17342 | 6769 |
Profit Streak | 9.4303 | 0 | 58.7637 | 9.4303 | 0 | 58.7637 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 356098 | 335152 | -376269 | -228903 | -63872 | -576964 |
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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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