Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 142734.7961 | 107410.007 | 35324.7891 | 163353.4129 | 99417.368 | 63936.045 |
Total P&L (%) | 142.7348 | 107.41 | 35.3248 | 163.3534 | 99.4174 | 63.936 |
Avg Daily Profit (%) | 1.6442 | 1.2373 | 0.4069 | 1.1217 | 0.7983 | 0.571 |
Buy And Hold Return (%) | 30.8223 | 30.8223 | 30.8223 | 30.8223 | 30.8223 | 30.8223 |
Max Trade Drawdown | -40439 | -26460 | -14445 | -114320 | -74599 | -39807 |
Profit Factor | 2.0349 | 2.376 | 1.5902 | 1.5379 | 1.5555 | 1.5126 |
Total Trades | 96 | 48 | 48 | 96 | 48 | 48 |
Winning Trades | 31 | 14 | 17 | 31 | 14 | 17 |
Losing Trades | 65 | 34 | 31 | 65 | 34 | 31 |
Profitability (%) | 32.2917 | 29.1667 | 35.4167 | 32.2917 | 29.1667 | 35.4167 |
Ratio Avg Win / Avg Loss | 4.2668 | 5.7702 | 2.8997 | 3.2246 | 3.7776 | 2.7582 |
Largest Winning Trade | 106954 | 106954 | 16676 | 140930 | 140930 | 41069 |
Largest Losing Trade | -10950 | -10950 | -10540 | -30758 | -30758 | -27928 |
Avg Bars in Trades | 258 | 222 | 293 | 258 | 222 | 293 |
Avg Bars in Winners | 556 | 545 | 564 | 556 | 545 | 564 |
Avg Bars in Losers | 116 | 89 | 144 | 116 | 89 | 144 |
Bars Traded | 24778 | 10685 | 14093 | 24778 | 10685 | 14093 |
Profit Streak | 9.0563 | 9.0563 | 10.3271 | 9.0563 | 9.0563 | 10.3271 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 311758 | 84018 | -114402 | 270550 | -60 | 16701 |
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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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