Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 162209.7259 | 124266.3818 | 37943.344 | 165383.9718 | 143550.086 | 21833.8858 |
Total P&L (%) | 162.2097 | 124.2664 | 37.9433 | 165.384 | 143.5501 | 21.8339 |
Avg Daily Profit (%) | 0.1557 | 0.1193 | 0.0364 | 0.0937 | 0.0855 | 0.019 |
Buy And Hold Return (%) | 25.6591 | 25.6591 | 25.6591 | 25.6591 | 25.6591 | 25.6591 |
Max Trade Drawdown | -57041 | -35192 | -51614 | -123152 | -42328 | -129433 |
Profit Factor | 1.3054 | 1.6 | 1.1171 | 1.2049 | 1.4894 | 1.0425 |
Total Trades | 307 | 153 | 154 | 307 | 153 | 154 |
Winning Trades | 167 | 88 | 79 | 167 | 88 | 79 |
Losing Trades | 140 | 65 | 75 | 140 | 65 | 75 |
Profitability (%) | 54.3974 | 57.5163 | 51.2987 | 54.3974 | 57.5163 | 51.2987 |
Ratio Avg Win / Avg Loss | 1.0944 | 1.1818 | 1.0606 | 1.0101 | 1.1002 | 0.9897 |
Largest Winning Trade | 28782 | 28782 | 25620 | 49174 | 30187 | 49174 |
Largest Losing Trade | -31010 | -20120 | -31010 | -78405 | -36378 | -78405 |
Avg Bars in Trades | 80 | 78 | 82 | 80 | 78 | 82 |
Avg Bars in Winners | 60 | 60 | 61 | 60 | 60 | 61 |
Avg Bars in Losers | 104 | 103 | 105 | 104 | 103 | 105 |
Bars Traded | 24767 | 12040 | 12727 | 24767 | 12040 | 12727 |
Profit Streak | 4.3812 | 22.4646 | 4.3812 | 4.3812 | 22.4646 | 4.3812 |
Trades During Streak | 2 | 3 | 1 | 2 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 348565 | -30615 | -252215 | -65911 | -75827 | -508211 |
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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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