Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 184602.0503 | 133723.397 | 50878.6533 | 229521.8242 | 182464.0262 | 47057.798 |
Total P&L (%) | 184.6021 | 133.7234 | 50.8787 | 229.5218 | 182.464 | 47.0578 |
Avg Daily Profit (%) | 0.1772 | 0.1284 | 0.0488 | 0.1145 | 0.0997 | 0.037 |
Buy And Hold Return (%) | 28.6022 | 28.6022 | 28.6022 | 28.6022 | 28.6022 | 28.6022 |
Max Trade Drawdown | -51713 | -31546 | -58896 | -141759 | -97837 | -155043 |
Profit Factor | 1.4761 | 1.8162 | 1.2272 | 1.3005 | 1.5803 | 1.1047 |
Total Trades | 169 | 84 | 85 | 169 | 84 | 85 |
Winning Trades | 96 | 51 | 45 | 96 | 51 | 45 |
Losing Trades | 73 | 33 | 40 | 73 | 33 | 40 |
Profitability (%) | 56.8047 | 60.7143 | 52.9412 | 56.8047 | 60.7143 | 52.9412 |
Ratio Avg Win / Avg Loss | 1.1224 | 1.1752 | 1.0909 | 0.9889 | 1.0226 | 0.982 |
Largest Winning Trade | 27010 | 27010 | 22708 | 46720 | 46720 | 43423 |
Largest Losing Trade | -47845 | -22201 | -47845 | -125281 | -56093 | -125281 |
Avg Bars in Trades | 146 | 144 | 148 | 146 | 144 | 148 |
Avg Bars in Winners | 127 | 128 | 126 | 127 | 128 | 126 |
Avg Bars in Losers | 171 | 170 | 172 | 171 | 170 | 172 |
Bars Traded | 24746 | 12147 | 12599 | 24746 | 12147 | 12599 |
Profit Streak | 24.1912 | 115.2328 | 24.1912 | 24.1912 | 115.2328 | 24.1912 |
Trades During Streak | 4 | 6 | 2 | 4 | 6 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 413821 | -18130 | -135322 | -38389 | -55646 | -258631 |
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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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