Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 88386.1402 | 59638.668 | 28747.4722 | 115326.9088 | 61846.4928 | 53480.4161 |
Total P&L (%) | 88.3861 | 59.6387 | 28.7475 | 115.3269 | 61.8465 | 53.4804 |
Avg Daily Profit (%) | 1.0182 | 0.687 | 0.3312 | 0.8874 | 0.5562 | 0.4947 |
Buy And Hold Return (%) | 21.8412 | 21.8412 | 21.8412 | 21.8412 | 21.8412 | 21.8412 |
Max Trade Drawdown | -38890 | -28922 | -21777 | -84134 | -63911 | -27083 |
Profit Factor | 1.5791 | 1.5933 | 1.5518 | 1.3985 | 1.3028 | 1.6285 |
Total Trades | 172 | 86 | 86 | 172 | 86 | 86 |
Winning Trades | 119 | 62 | 57 | 119 | 62 | 57 |
Losing Trades | 53 | 24 | 29 | 53 | 24 | 29 |
Profitability (%) | 69.186 | 72.093 | 66.2791 | 69.186 | 72.093 | 66.2791 |
Ratio Avg Win / Avg Loss | 0.7033 | 0.6168 | 0.7895 | 0.6229 | 0.5043 | 0.8285 |
Largest Winning Trade | 9144 | 9144 | 4223 | 12077 | 12077 | 6227 |
Largest Losing Trade | -17770 | -15174 | -17770 | -32065 | -32065 | -22451 |
Avg Bars in Trades | 143 | 203 | 83 | 143 | 203 | 83 |
Avg Bars in Winners | 87 | 114 | 59 | 87 | 114 | 59 |
Avg Bars in Losers | 268 | 433 | 132 | 268 | 433 | 132 |
Bars Traded | 24706 | 17491 | 7215 | 24706 | 17491 | 7215 |
Profit Streak | 3.0926 | 4.6517 | 3.0926 | 3.0926 | 4.6517 | 3.0926 |
Trades During Streak | 10 | 7 | 5 | 10 | 7 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 439841 | 391998 | -58475 | 433261 | 291063 | 234022 |
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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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