Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 238381.2041 | 190446.435 | 47934.7691 | 427063.597 | 362594.8962 | 64468.7008 |
Total P&L (%) | 238.3812 | 190.4464 | 47.9348 | 427.0636 | 362.5949 | 64.4687 |
Avg Daily Profit (%) | 0.4577 | 0.3657 | 0.092 | 0.3196 | 0.2945 | 0.0956 |
Buy And Hold Return (%) | 69.5956 | 69.5956 | 69.5956 | 69.5956 | 69.5956 | 69.5956 |
Max Trade Drawdown | -100066 | -56212 | -72657 | -105470 | -99286 | -103158 |
Profit Factor | 1.4025 | 1.7271 | 1.1451 | 1.3818 | 1.7576 | 1.1007 |
Total Trades | 306 | 153 | 153 | 306 | 153 | 153 |
Winning Trades | 147 | 79 | 68 | 147 | 79 | 68 |
Losing Trades | 159 | 74 | 85 | 159 | 74 | 85 |
Profitability (%) | 48.0392 | 51.634 | 44.4444 | 48.0392 | 51.634 | 44.4444 |
Ratio Avg Win / Avg Loss | 1.5169 | 1.6178 | 1.4313 | 1.4946 | 1.6464 | 1.3759 |
Largest Winning Trade | 44005 | 44005 | 18760 | 81416 | 64341 | 81416 |
Largest Losing Trade | -28853 | -28853 | -18785 | -58024 | -41488 | -58024 |
Avg Bars in Trades | 80 | 84 | 76 | 80 | 84 | 76 |
Avg Bars in Winners | 101 | 95 | 108 | 101 | 95 | 108 |
Avg Bars in Losers | 61 | 73 | 51 | 61 | 73 | 51 |
Bars Traded | 24678 | 12966 | 11712 | 24678 | 12966 | 11712 |
Profit Streak | 3.1464 | 9.5214 | 0 | 3.1464 | 9.5214 | 0 |
Trades During Streak | 1 | 3 | 0 | 1 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 294132 | 374414 | -299298 | 284774 | 432113 | -343350 |
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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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