Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 104016.318 | 82968.4163 | 21047.9016 | 84713.9212 | 124441.8608 | -39727.9395 |
Total P&L (%) | 104.0163 | 82.9684 | 21.0479 | 84.7139 | 124.4419 | -39.7279 |
Avg Daily Profit (%) | 0.3994 | 0.3186 | 0.0808 | 0.2359 | 0.3109 | -0.1942 |
Buy And Hold Return (%) | 11.9724 | 11.9724 | 11.9724 | 11.9724 | 11.9724 | 11.9724 |
Max Trade Drawdown | -85098 | -24062 | -63314 | -272055 | -71637 | -203369 |
Profit Factor | 1.4477 | 1.7248 | 1.1785 | 1.1247 | 1.3901 | 0.8897 |
Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Winning Trades | 37 | 21 | 16 | 37 | 21 | 16 |
Losing Trades | 55 | 25 | 30 | 55 | 25 | 30 |
Profitability (%) | 40.2174 | 45.6522 | 34.7826 | 40.2174 | 45.6522 | 34.7826 |
Ratio Avg Win / Avg Loss | 2.1519 | 2.0534 | 2.2097 | 1.6719 | 1.6549 | 1.6682 |
Largest Winning Trade | 64636 | 64636 | 30321 | 112263 | 112263 | 92800 |
Largest Losing Trade | -11627 | -11627 | -9168 | -38707 | -29056 | -38707 |
Avg Bars in Trades | 267 | 249 | 286 | 267 | 249 | 286 |
Avg Bars in Winners | 465 | 388 | 566 | 465 | 388 | 566 |
Avg Bars in Losers | 134 | 132 | 136 | 134 | 132 | 136 |
Bars Traded | 24645 | 11487 | 13159 | 24645 | 11487 | 13159 |
Profit Streak | 4.6057 | 0 | 5.1786 | 4.6057 | 0 | 5.1786 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 245320 | 318400 | -123103 | -78887 | 262872 | -584526 |
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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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