Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 98673.2962 | 71346.4541 | 27326.842 | 140748.1478 | 116832.3083 | 23915.8395 |
Total P&L (%) | 98.6733 | 71.3465 | 27.3268 | 140.7481 | 116.8323 | 23.9158 |
Avg Daily Profit (%) | 0.3789 | 0.274 | 0.1049 | 0.3379 | 0.2976 | 0.0824 |
Buy And Hold Return (%) | 31.7553 | 31.7553 | 31.7553 | 31.7553 | 31.7553 | 31.7553 |
Max Trade Drawdown | -22198 | -22364 | -15402 | -24568 | -24844 | -19923 |
Profit Factor | 1.7215 | 2.3503 | 1.3256 | 1.6975 | 2.7848 | 1.1754 |
Total Trades | 133 | 66 | 67 | 133 | 66 | 67 |
Winning Trades | 94 | 48 | 46 | 94 | 48 | 46 |
Losing Trades | 39 | 18 | 21 | 39 | 18 | 21 |
Profitability (%) | 70.6767 | 72.7273 | 68.6567 | 70.6767 | 72.7273 | 68.6567 |
Ratio Avg Win / Avg Loss | 0.7142 | 0.8814 | 0.6052 | 0.7043 | 1.0443 | 0.5366 |
Largest Winning Trade | 12694 | 12694 | 9084 | 15930 | 15930 | 13568 |
Largest Losing Trade | -22198 | -22198 | -8766 | -24568 | -24568 | -19923 |
Avg Bars in Trades | 181 | 181 | 182 | 181 | 181 | 182 |
Avg Bars in Winners | 114 | 128 | 99 | 114 | 128 | 99 |
Avg Bars in Losers | 344 | 322 | 363 | 344 | 322 | 363 |
Bars Traded | 24179 | 11965 | 12214 | 24179 | 11965 | 12214 |
Profit Streak | 0 | 25.7896 | 0 | 0 | 25.7896 | 0 |
Trades During Streak | 0 | 5 | 0 | 0 | 5 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 297238 | -116379 | -335755 | 325368 | -110935 | -393618 |
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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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