Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 152820.096 | 114947.4803 | 37872.6157 | 189653.4544 | 100629.4555 | 89023.9989 |
Total P&L (%) | 152.8201 | 114.9475 | 37.8726 | 189.6535 | 100.6295 | 89.024 |
Avg Daily Profit (%) | 1.7604 | 1.3241 | 0.4363 | 1.2326 | 0.8053 | 0.7361 |
Buy And Hold Return (%) | 36.3938 | 36.3938 | 36.3938 | 36.3938 | 36.3938 | 36.3938 |
Max Trade Drawdown | -28846 | -23954 | -15191 | -77376 | -53456 | -41541 |
Profit Factor | 2.1044 | 2.5465 | 1.5914 | 1.6733 | 1.6886 | 1.6569 |
Total Trades | 87 | 44 | 43 | 87 | 44 | 43 |
Winning Trades | 35 | 16 | 19 | 35 | 16 | 19 |
Losing Trades | 52 | 28 | 24 | 52 | 28 | 24 |
Profitability (%) | 40.2299 | 36.3636 | 44.186 | 40.2299 | 36.3636 | 44.186 |
Ratio Avg Win / Avg Loss | 3.1266 | 4.4564 | 2.0101 | 2.4861 | 2.955 | 2.0929 |
Largest Winning Trade | 103007 | 103007 | 15572 | 111191 | 111191 | 37010 |
Largest Losing Trade | -15191 | -6702 | -15191 | -41541 | -17970 | -41541 |
Avg Bars in Trades | 276 | 261 | 291 | 276 | 261 | 291 |
Avg Bars in Winners | 433 | 453 | 416 | 433 | 453 | 416 |
Avg Bars in Losers | 170 | 152 | 191 | 170 | 152 | 191 |
Bars Traded | 24044 | 11525 | 12520 | 24044 | 11525 | 12520 |
Profit Streak | 0 | 0 | 5.178 | 0 | 0 | 5.178 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 360922 | 284314 | -143963 | 345178 | 195909 | 287404 |
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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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