Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 57516.0553 | 44178.74 | 13337.3154 | 55568.0245 | 40996.3697 | 14571.6548 |
Total P&L (%) | 57.5161 | 44.1787 | 13.3373 | 55.568 | 40.9964 | 14.5717 |
Avg Daily Profit (%) | 0.6626 | 0.5089 | 0.1536 | 0.5104 | 0.3966 | 0.1568 |
Buy And Hold Return (%) | 18.4926 | 18.4926 | 18.4926 | 18.4926 | 18.4926 | 18.4926 |
Max Trade Drawdown | -50787 | -15292 | -38951 | -60609 | -19908 | -44540 |
Profit Factor | 1.3974 | 1.6624 | 1.1709 | 1.3009 | 1.4617 | 1.152 |
Total Trades | 152 | 76 | 76 | 152 | 76 | 76 |
Winning Trades | 103 | 52 | 51 | 103 | 52 | 51 |
Losing Trades | 49 | 24 | 25 | 49 | 24 | 25 |
Profitability (%) | 67.7632 | 68.4211 | 67.1053 | 67.7632 | 68.4211 | 67.1053 |
Ratio Avg Win / Avg Loss | 0.6648 | 0.7673 | 0.574 | 0.6189 | 0.6746 | 0.5647 |
Largest Winning Trade | 8240 | 8240 | 8236 | 9683 | 8818 | 9683 |
Largest Losing Trade | -33814 | -11955 | -33814 | -38242 | -16195 | -38242 |
Avg Bars in Trades | 161 | 214 | 107 | 161 | 214 | 107 |
Avg Bars in Winners | 99 | 128 | 69 | 99 | 128 | 69 |
Avg Bars in Losers | 290 | 400 | 185 | 290 | 400 | 185 |
Bars Traded | 24475 | 16291 | 8184 | 24475 | 16291 | 8184 |
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 | 314154 | -42402 | -241620 | 242722 | -45475 | -262423 |
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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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