Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 129965.9733 | 92753.2885 | 37212.6848 | 161284.46 | 154606.2815 | 6678.1784 |
Total P&L (%) | 129.966 | 92.7533 | 37.2127 | 161.2845 | 154.6063 | 6.6782 |
Avg Daily Profit (%) | 0.4991 | 0.3562 | 0.1429 | 0.3695 | 0.3595 | 0.0248 |
Buy And Hold Return (%) | 18.5393 | 18.5393 | 18.5393 | 18.5393 | 18.5393 | 18.5393 |
Max Trade Drawdown | -42897 | -26185 | -34674 | -125519 | -42760 | -114891 |
Profit Factor | 1.3987 | 1.6165 | 1.212 | 1.2585 | 1.5963 | 1.0183 |
Total Trades | 189 | 95 | 94 | 189 | 95 | 94 |
Winning Trades | 112 | 52 | 60 | 112 | 52 | 60 |
Losing Trades | 77 | 43 | 34 | 77 | 43 | 34 |
Profitability (%) | 59.2593 | 54.7368 | 63.8298 | 59.2593 | 54.7368 | 63.8298 |
Ratio Avg Win / Avg Loss | 0.9616 | 1.3367 | 0.6868 | 0.8652 | 1.32 | 0.577 |
Largest Winning Trade | 16875 | 12939 | 16875 | 30999 | 27520 | 30999 |
Largest Losing Trade | -33307 | -13023 | -33307 | -111688 | -18753 | -111688 |
Avg Bars in Trades | 129 | 126 | 133 | 129 | 126 | 133 |
Avg Bars in Winners | 98 | 88 | 107 | 98 | 88 | 107 |
Avg Bars in Losers | 175 | 172 | 178 | 175 | 172 | 178 |
Bars Traded | 24554 | 12016 | 12538 | 24554 | 12016 | 12538 |
Profit Streak | 6.5506 | 6.5506 | 9.311 | 6.5506 | 6.5506 | 9.311 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 418409 | 347582 | -9757 | 347709 | 394582 | -526043 |
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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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