Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 62175.7015 | 49728.2225 | 12447.479 | 74071.695 | 52792.7996 | 21278.8954 |
Total P&L (%) | 62.1757 | 49.7282 | 12.4475 | 74.0717 | 52.7928 | 21.2789 |
Avg Daily Profit (%) | 0.7162 | 0.5728 | 0.1434 | 0.6406 | 0.4895 | 0.2225 |
Buy And Hold Return (%) | 12.8152 | 12.8152 | 12.8152 | 12.8152 | 12.8152 | 12.8152 |
Max Trade Drawdown | -18626 | -17605 | -7043 | -34632 | -34728 | -11442 |
Profit Factor | 1.6284 | 1.7161 | 1.4219 | 1.4471 | 1.4285 | 1.5009 |
Total Trades | 127 | 63 | 64 | 127 | 63 | 64 |
Winning Trades | 94 | 49 | 45 | 94 | 49 | 45 |
Losing Trades | 33 | 14 | 19 | 33 | 14 | 19 |
Profitability (%) | 74.0157 | 77.7778 | 70.3125 | 74.0157 | 77.7778 | 70.3125 |
Ratio Avg Win / Avg Loss | 0.5717 | 0.4903 | 0.6004 | 0.508 | 0.4082 | 0.6337 |
Largest Winning Trade | 8938 | 8938 | 4401 | 11688 | 11688 | 6874 |
Largest Losing Trade | -17588 | -17588 | -5600 | -33026 | -33026 | -6924 |
Avg Bars in Trades | 176 | 294 | 61 | 176 | 294 | 61 |
Avg Bars in Winners | 109 | 175 | 37 | 109 | 175 | 37 |
Avg Bars in Losers | 368 | 709 | 117 | 368 | 709 | 117 |
Bars Traded | 22452 | 18534 | 3918 | 22452 | 18534 | 3918 |
Profit Streak | 0 | 9.7283 | 0 | 0 | 9.7283 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 455561 | -134527 | -306453 | 420131 | -136299 | -140188 |
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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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