Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 337146.8197 | 243327.5176 | 93819.3021 | 645848.9958 | 498571.931 | 147277.0648 |
Total P&L (%) | 337.1468 | 243.3275 | 93.8193 | 645.849 | 498.5719 | 147.2771 |
Avg Daily Profit (%) | 0.6473 | 0.4672 | 0.1801 | 0.3865 | 0.3442 | 0.174 |
Buy And Hold Return (%) | 78.2795 | 78.2795 | 78.2795 | 78.2795 | 78.2795 | 78.2795 |
Max Trade Drawdown | -88420 | -58852 | -45787 | -445500 | -257758 | -240508 |
Profit Factor | 1.841 | 2.058 | 1.5489 | 1.4077 | 1.587 | 1.2004 |
Total Trades | 174 | 87 | 87 | 174 | 87 | 87 |
Winning Trades | 69 | 25 | 44 | 69 | 25 | 44 |
Losing Trades | 105 | 62 | 43 | 105 | 62 | 43 |
Profitability (%) | 39.6552 | 28.7356 | 50.5747 | 39.6552 | 28.7356 | 50.5747 |
Ratio Avg Win / Avg Loss | 2.8015 | 5.1039 | 1.5137 | 2.1421 | 3.9357 | 1.1731 |
Largest Winning Trade | 112217 | 112217 | 46206 | 345824 | 345824 | 235713 |
Largest Losing Trade | -23815 | -15076 | -23815 | -167006 | -72169 | -167006 |
Avg Bars in Trades | 141 | 126 | 156 | 141 | 126 | 156 |
Avg Bars in Winners | 221 | 231 | 215 | 221 | 231 | 215 |
Avg Bars in Losers | 89 | 84 | 95 | 89 | 84 | 95 |
Bars Traded | 24630 | 11020 | 13610 | 24630 | 11020 | 13610 |
Profit Streak | 5.7132 | 0 | 6.7548 | 5.7132 | 0 | 6.7548 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 360371 | -3438 | -93978 | 306254 | -2859 | -934 |
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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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