Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 105080.7695 | 94564.6145 | 10516.155 | 166547.5355 | 151515.4057 | 15032.1298 |
Total P&L (%) | 105.0808 | 94.5646 | 10.5162 | 166.5475 | 151.5154 | 15.0321 |
Avg Daily Profit (%) | 0.4035 | 0.3631 | 0.0404 | 0.3772 | 0.3548 | 0.0538 |
Buy And Hold Return (%) | 90.9664 | 90.9664 | 90.9664 | 90.9664 | 90.9664 | 90.9664 |
Max Trade Drawdown | -13282 | -14392 | -5296 | -14616 | -15763 | -12268 |
Profit Factor | 2.9044 | 3.3895 | 1.674 | 3.121 | 3.9339 | 1.5592 |
Total Trades | 91 | 45 | 46 | 91 | 45 | 46 |
Winning Trades | 57 | 29 | 28 | 57 | 29 | 28 |
Losing Trades | 34 | 16 | 18 | 34 | 16 | 18 |
Profitability (%) | 62.6374 | 64.4444 | 60.8696 | 62.6374 | 64.4444 | 60.8696 |
Ratio Avg Win / Avg Loss | 1.7325 | 1.87 | 1.0762 | 1.8617 | 2.1704 | 1.0024 |
Largest Winning Trade | 16389 | 16389 | 2882 | 36483 | 36483 | 7467 |
Largest Losing Trade | -8904 | -8904 | -5296 | -12268 | -10592 | -12268 |
Avg Bars in Trades | 254 | 490 | 23 | 254 | 490 | 23 |
Avg Bars in Winners | 208 | 385 | 24 | 208 | 385 | 24 |
Avg Bars in Losers | 331 | 680 | 21 | 331 | 680 | 21 |
Bars Traded | 23137 | 22078 | 1059 | 23137 | 22078 | 1059 |
Profit Streak | 4.1807 | 8.3682 | 4.1807 | 4.1807 | 8.3682 | 4.1807 |
Trades During Streak | 4 | 3 | 2 | 4 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -100954 | -135877 | -301628 | 314200 | 321715 | -284420 |
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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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