Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 60419.3674 | 46008.7928 | 14410.5747 | 53293.6702 | 42751.7156 | 10541.9545 |
Total P&L (%) | 60.4194 | 46.0088 | 14.4106 | 53.2937 | 42.7517 | 10.542 |
Avg Daily Profit (%) | 0.696 | 0.53 | 0.166 | 0.4933 | 0.4109 | 0.1155 |
Buy And Hold Return (%) | 12.8547 | 12.8547 | 12.8547 | 12.8547 | 12.8547 | 12.8547 |
Max Trade Drawdown | -53901 | -15623 | -44315 | -71618 | -22808 | -57514 |
Profit Factor | 1.3676 | 1.6613 | 1.152 | 1.2336 | 1.4269 | 1.0824 |
Total Trades | 171 | 85 | 86 | 171 | 85 | 86 |
Winning Trades | 111 | 57 | 54 | 111 | 57 | 54 |
Losing Trades | 60 | 28 | 32 | 60 | 28 | 32 |
Profitability (%) | 64.9123 | 67.0588 | 62.7907 | 64.9123 | 67.0588 | 62.7907 |
Ratio Avg Win / Avg Loss | 0.7393 | 0.8161 | 0.6827 | 0.6668 | 0.7009 | 0.6414 |
Largest Winning Trade | 8904 | 8904 | 7858 | 10986 | 10986 | 6669 |
Largest Losing Trade | -39386 | -10378 | -39386 | -50737 | -14886 | -50737 |
Avg Bars in Trades | 143 | 143 | 144 | 143 | 143 | 144 |
Avg Bars in Winners | 91 | 89 | 92 | 91 | 89 | 92 |
Avg Bars in Losers | 240 | 252 | 230 | 240 | 252 | 230 |
Bars Traded | 24577 | 12189 | 12388 | 24577 | 12189 | 12388 |
Profit Streak | 0.4065 | 0 | 1.4898 | 0.4065 | 0 | 1.4898 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 231589 | 303474 | -178604 | 122002 | 216362 | -339003 |
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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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