Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 275763.0469 | 248646.3438 | 27116.7031 | 636528.835 | 350345.557 | 286183.278 |
Total P&L (%) | 275.763 | 248.6463 | 27.1167 | 636.5288 | 350.3456 | 286.1833 |
Avg Daily Profit (%) | 0.2205 | 0.1988 | 0.0217 | 0.1598 | 0.1204 | 0.1081 |
Buy And Hold Return (%) | 37.5804 | 37.5804 | 37.5804 | 37.5804 | 37.5804 | 37.5804 |
Max Trade Drawdown | -176995 | -51795 | -198806 | -298215 | -298215 | -227980 |
Profit Factor | 1.4739 | 2.3734 | 1.0677 | 1.5971 | 1.7552 | 1.4754 |
Total Trades | 161 | 80 | 81 | 161 | 80 | 81 |
Winning Trades | 134 | 63 | 71 | 124 | 59 | 65 |
Losing Trades | 27 | 17 | 10 | 37 | 21 | 16 |
Profitability (%) | 83.2298 | 78.75 | 87.6543 | 77.0186 | 73.75 | 80.2469 |
Ratio Avg Win / Avg Loss | 0.297 | 0.6404 | 0.1504 | 0.4766 | 0.6247 | 0.3632 |
Largest Winning Trade | 18737 | 18737 | 17804 | 120632 | 83594 | 120632 |
Largest Losing Trade | -134296 | -51795 | -134296 | -298215 | -298215 | -177813 |
Avg Bars in Trades | 44 | 50 | 38 | 44 | 50 | 38 |
Avg Bars in Winners | 22 | 23 | 21 | 30 | 34 | 27 |
Avg Bars in Losers | 151 | 150 | 154 | 89 | 96 | 80 |
Bars Traded | 7132 | 4049 | 3084 | 7132 | 4049 | 3084 |
Profit Streak | 42.8081 | 92.9747 | 42.8081 | 42.8081 | 92.9747 | 42.8081 |
Trades During Streak | 14 | 8 | 7 | 14 | 8 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 517013 | -4787 | -482903 | 505226 | -46282 | -55383 |
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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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