Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 108493.5911 | 71547.5641 | 36946.0271 | 159434.0568 | 136995.054 | 22439.0028 |
Total P&L (%) | 108.4936 | 71.5476 | 36.946 | 159.4341 | 136.9951 | 22.439 |
Avg Daily Profit (%) | 0.4166 | 0.2747 | 0.1419 | 0.3667 | 0.3319 | 0.0778 |
Buy And Hold Return (%) | 25.9089 | 25.9089 | 25.9089 | 25.9089 | 25.9089 | 25.9089 |
Max Trade Drawdown | -24174 | -24174 | -21326 | -62524 | -32319 | -63983 |
Profit Factor | 1.633 | 1.8556 | 1.4209 | 1.4622 | 1.9435 | 1.1123 |
Total Trades | 176 | 88 | 88 | 176 | 88 | 88 |
Winning Trades | 127 | 65 | 62 | 127 | 65 | 62 |
Losing Trades | 49 | 23 | 26 | 49 | 23 | 26 |
Profitability (%) | 72.1591 | 73.8636 | 70.4545 | 72.1591 | 73.8636 | 70.4545 |
Ratio Avg Win / Avg Loss | 0.63 | 0.6566 | 0.5959 | 0.5642 | 0.6877 | 0.4665 |
Largest Winning Trade | 9855 | 9855 | 7503 | 21055 | 21055 | 17613 |
Largest Losing Trade | -24174 | -24174 | -11458 | -27613 | -27613 | -26213 |
Avg Bars in Trades | 137 | 141 | 132 | 137 | 141 | 132 |
Avg Bars in Winners | 79 | 80 | 78 | 79 | 80 | 78 |
Avg Bars in Losers | 287 | 315 | 263 | 287 | 315 | 263 |
Bars Traded | 24192 | 12493 | 11699 | 24192 | 12493 | 11699 |
Profit Streak | 4.9022 | 4.9022 | 14.4752 | 4.9022 | 4.9022 | 14.4752 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 403999 | 286656 | -35927 | 409733 | 388881 | -351718 |
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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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