Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 57511.1314 | 38108.1358 | 19402.9956 | 66138.8321 | 44288.3999 | 21850.4322 |
Total P&L (%) | 57.5111 | 38.1081 | 19.403 | 66.1388 | 44.2884 | 21.8504 |
Avg Daily Profit (%) | 0.6625 | 0.439 | 0.2235 | 0.5865 | 0.4232 | 0.2279 |
Buy And Hold Return (%) | 25.2654 | 25.2654 | 25.2654 | 25.2654 | 25.2654 | 25.2654 |
Max Trade Drawdown | -14567 | -13199 | -10413 | -25019 | -21404 | -14881 |
Profit Factor | 1.6655 | 1.8291 | 1.4797 | 1.5421 | 1.6339 | 1.4191 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 56 | 30 | 26 | 56 | 30 | 26 |
Losing Trades | 34 | 15 | 19 | 34 | 15 | 19 |
Profitability (%) | 62.2222 | 66.6667 | 57.7778 | 62.2222 | 66.6667 | 57.7778 |
Ratio Avg Win / Avg Loss | 1.0112 | 0.9145 | 1.0813 | 0.9363 | 0.817 | 1.037 |
Largest Winning Trade | 18292 | 18292 | 6899 | 28027 | 28027 | 9432 |
Largest Losing Trade | -9714 | -9714 | -7641 | -17342 | -17342 | -11027 |
Avg Bars in Trades | 272 | 311 | 233 | 272 | 311 | 233 |
Avg Bars in Winners | 292 | 332 | 246 | 292 | 332 | 246 |
Avg Bars in Losers | 238 | 269 | 214 | 238 | 269 | 214 |
Bars Traded | 24506 | 14006 | 10500 | 24506 | 14006 | 10500 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 314148 | 16895 | -157646 | 270934 | 57201 | -157979 |
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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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