Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 284249.3617 | 265291.2261 | 18958.1356 | 129233.2413 | 273847.2011 | -144613.9599 |
Total P&L (%) | 284.2494 | 265.2912 | 18.9581 | 129.2332 | 273.8472 | -144.614 |
Avg Daily Profit (%) | 0.2729 | 0.2547 | 0.0182 | 0.0797 | 0.1267 | 0 |
Buy And Hold Return (%) | 42.4146 | 42.4146 | 42.4146 | 42.4146 | 42.4146 | 42.4146 |
Max Trade Drawdown | -110998 | -66764 | -94808 | -330849 | -190742 | -258436 |
Profit Factor | 1.3699 | 1.7482 | 1.0458 | 1.0837 | 1.3913 | 0.8288 |
Total Trades | 158 | 79 | 79 | 158 | 79 | 79 |
Winning Trades | 68 | 33 | 35 | 68 | 33 | 35 |
Losing Trades | 90 | 46 | 44 | 90 | 46 | 44 |
Profitability (%) | 43.038 | 41.7722 | 44.3038 | 43.038 | 41.7722 | 44.3038 |
Ratio Avg Win / Avg Loss | 1.813 | 2.4368 | 1.3147 | 1.4343 | 1.9394 | 1.0419 |
Largest Winning Trade | 115306 | 115306 | 36533 | 164731 | 164731 | 71522 |
Largest Losing Trade | -51047 | -19392 | -51047 | -108900 | -53206 | -108900 |
Avg Bars in Trades | 156 | 158 | 154 | 156 | 158 | 154 |
Avg Bars in Winners | 223 | 231 | 216 | 223 | 231 | 216 |
Avg Bars in Losers | 105 | 106 | 104 | 105 | 106 | 104 |
Bars Traded | 24731 | 12554 | 12177 | 24731 | 12554 | 12177 |
Profit Streak | 44.2798 | 44.2798 | 84.5715 | 44.2798 | 44.2798 | 84.5715 |
Trades During Streak | 4 | 2 | 4 | 4 | 2 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 334171 | -18264 | -532229 | -218513 | -51688 | -606875 |
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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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