Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 387564.4197 | 337672.2603 | 49892.1594 | 649562.4093 | 504521.827 | 145040.5823 |
Total P&L (%) | 387.5644 | 337.6723 | 49.8922 | 649.5624 | 504.5218 | 145.0406 |
Avg Daily Profit (%) | 0.2259 | 0.1968 | 0.0291 | 0.1175 | 0.1049 | 0.0523 |
Buy And Hold Return (%) | 105.5352 | 105.5352 | 105.5352 | 105.5352 | 105.5352 | 105.5352 |
Max Trade Drawdown | -77509 | -70933 | -48609 | -190427 | -192297 | -99707 |
Profit Factor | 1.5962 | 1.825 | 1.2072 | 1.4508 | 1.5312 | 1.2952 |
Total Trades | 169 | 85 | 84 | 169 | 85 | 84 |
Winning Trades | 96 | 51 | 45 | 96 | 51 | 45 |
Losing Trades | 73 | 34 | 39 | 73 | 34 | 39 |
Profitability (%) | 56.8047 | 60 | 53.5714 | 56.8047 | 60 | 53.5714 |
Ratio Avg Win / Avg Loss | 1.2137 | 1.2167 | 1.0462 | 1.1032 | 1.0208 | 1.1225 |
Largest Winning Trade | 91009 | 91009 | 19668 | 225014 | 225014 | 43282 |
Largest Losing Trade | -57149 | -57149 | -28783 | -149472 | -149472 | -44077 |
Avg Bars in Trades | 29 | 48 | 11 | 29 | 48 | 11 |
Avg Bars in Winners | 22 | 31 | 12 | 22 | 31 | 12 |
Avg Bars in Losers | 39 | 73 | 9 | 39 | 73 | 9 |
Bars Traded | 5050 | 4090 | 960 | 5050 | 4090 | 960 |
Profit Streak | 20.7559 | 88.7559 | 20.7559 | 20.7559 | 88.7559 | 20.7559 |
Trades During Streak | 3 | 7 | 1 | 3 | 7 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 386505 | 352570 | -319329 | -31799 | -49735 | -171435 |
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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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