Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 98692.0766 | 82286.677 | 16405.3996 | 147759.572 | 109018.0919 | 38741.48 |
Total P&L (%) | 98.6921 | 82.2867 | 16.4054 | 147.7596 | 109.0181 | 38.7415 |
Avg Daily Profit (%) | 5.685 | 4.74 | 0.945 | 5.3653 | 4.3383 | 1.9041 |
Buy And Hold Return (%) | 74.7482 | 74.7482 | 74.7482 | 74.7482 | 74.7482 | 74.7482 |
Max Trade Drawdown | -22069 | -21346 | -12348 | -47831 | -46316 | -11961 |
Profit Factor | 2.3486 | 2.8098 | 1.5919 | 2.3754 | 2.4998 | 2.1149 |
Total Trades | 194 | 97 | 97 | 194 | 97 | 97 |
Winning Trades | 93 | 55 | 38 | 93 | 55 | 38 |
Losing Trades | 101 | 42 | 59 | 101 | 42 | 59 |
Profitability (%) | 47.9381 | 56.701 | 39.1753 | 47.9381 | 56.701 | 39.1753 |
Ratio Avg Win / Avg Loss | 2.5506 | 2.1457 | 2.4717 | 2.5797 | 1.909 | 3.2837 |
Largest Winning Trade | 26560 | 26560 | 7165 | 27109 | 27109 | 13066 |
Largest Losing Trade | -11228 | -11228 | -1883 | -24876 | -24876 | -2765 |
Avg Bars in Trades | 126 | 186 | 67 | 126 | 186 | 67 |
Avg Bars in Winners | 120 | 160 | 63 | 120 | 160 | 63 |
Avg Bars in Losers | 132 | 220 | 70 | 132 | 220 | 70 |
Bars Traded | 24627 | 18053 | 6573 | 24627 | 18053 | 6573 |
Profit Streak | 2.914 | 3.4203 | 2.914 | 2.914 | 3.4203 | 2.914 |
Trades During Streak | 4 | 6 | 2 | 4 | 6 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -48422 | -114938 | -157081 | 385388 | -4277 | -155205 |
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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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