Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 361987.5007 | 284904.1457 | 77083.355 | 536967.3437 | 395549.7637 | 141417.58 |
Total P&L (%) | 361.9875 | 284.9041 | 77.0834 | 536.9673 | 395.5498 | 141.4176 |
Avg Daily Profit (%) | 0.3475 | 0.2735 | 0.074 | 0.1779 | 0.1538 | 0.0846 |
Buy And Hold Return (%) | 61.5476 | 61.5476 | 61.5476 | 61.5476 | 61.5476 | 61.5476 |
Max Trade Drawdown | -95215 | -48548 | -113996 | -407316 | -301323 | -300198 |
Profit Factor | 1.4205 | 1.6968 | 1.1706 | 1.2133 | 1.3163 | 1.1116 |
Total Trades | 259 | 129 | 130 | 259 | 129 | 130 |
Winning Trades | 120 | 60 | 60 | 120 | 60 | 60 |
Losing Trades | 139 | 69 | 70 | 139 | 69 | 70 |
Profitability (%) | 46.332 | 46.5116 | 46.1538 | 46.332 | 46.5116 | 46.1538 |
Ratio Avg Win / Avg Loss | 1.6455 | 1.9513 | 1.3657 | 1.4054 | 1.5137 | 1.2969 |
Largest Winning Trade | 87868 | 87868 | 36652 | 198009 | 198009 | 157602 |
Largest Losing Trade | -51348 | -18812 | -51348 | -183098 | -109866 | -183098 |
Avg Bars in Trades | 95 | 97 | 92 | 95 | 97 | 92 |
Avg Bars in Winners | 121 | 129 | 114 | 121 | 129 | 114 |
Avg Bars in Losers | 71 | 70 | 73 | 71 | 70 | 73 |
Bars Traded | 24606 | 12623 | 11983 | 24606 | 12623 | 11983 |
Profit Streak | 11.3255 | 0 | 13.8255 | 11.3255 | 0 | 13.8255 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 382731 | 296380 | -215376 | 286793 | 236511 | -183721 |
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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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