Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 181329.6893 | 123811.2567 | 57518.4327 | 280156.908 | 147069.5727 | 133087.3353 |
Total P&L (%) | 181.3297 | 123.8113 | 57.5184 | 280.1569 | 147.0696 | 133.0873 |
Avg Daily Profit (%) | 2.0888 | 1.4262 | 0.6626 | 1.5502 | 1.0474 | 0.9796 |
Buy And Hold Return (%) | 13.8526 | 13.8526 | 13.8526 | 13.8526 | 13.8526 | 13.8526 |
Max Trade Drawdown | -29499 | -19764 | -12165 | -94043 | -61231 | -39792 |
Profit Factor | 2.6529 | 3.0111 | 2.1947 | 1.8723 | 1.8094 | 1.9542 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 36 | 13 | 23 | 36 | 13 | 23 |
Losing Trades | 48 | 29 | 19 | 48 | 29 | 19 |
Profitability (%) | 42.8571 | 30.9524 | 54.7619 | 42.8571 | 30.9524 | 54.7619 |
Ratio Avg Win / Avg Loss | 3.5372 | 6.7172 | 1.813 | 2.4964 | 4.0363 | 1.6143 |
Largest Winning Trade | 111142 | 111142 | 16883 | 158284 | 158284 | 50769 |
Largest Losing Trade | -12165 | -10394 | -12165 | -39792 | -29863 | -39792 |
Avg Bars in Trades | 289 | 255 | 324 | 289 | 255 | 324 |
Avg Bars in Winners | 480 | 456 | 494 | 480 | 456 | 494 |
Avg Bars in Losers | 146 | 165 | 117 | 146 | 165 | 117 |
Bars Traded | 24330 | 10722 | 13608 | 24330 | 10722 | 13608 |
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 | 519418 | 350412 | 445599 | 448355 | 255082 | 551913 |
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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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