Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 72755.8426 | 58857.807 | 13898.0355 | 81967.3143 | 66039.4979 | 15927.8163 |
Total P&L (%) | 72.7558 | 58.8578 | 13.898 | 81.9673 | 66.0395 | 15.9278 |
Avg Daily Profit (%) | 0.8381 | 0.678 | 0.1601 | 0.692 | 0.5858 | 0.1704 |
Buy And Hold Return (%) | 33.5842 | 33.5842 | 33.5842 | 33.5842 | 33.5842 | 33.5842 |
Max Trade Drawdown | -18125 | -14986 | -15773 | -20129 | -15539 | -16794 |
Profit Factor | 1.7724 | 2.3498 | 1.2747 | 1.7957 | 2.2858 | 1.3084 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 43 | 22 | 21 | 43 | 22 | 21 |
Losing Trades | 45 | 22 | 23 | 45 | 22 | 23 |
Profitability (%) | 48.8636 | 50 | 47.7273 | 48.8636 | 50 | 47.7273 |
Ratio Avg Win / Avg Loss | 1.8548 | 2.3498 | 1.3961 | 1.8792 | 2.2858 | 1.433 |
Largest Winning Trade | 44889 | 44889 | 12909 | 60219 | 60219 | 13857 |
Largest Losing Trade | -8687 | -6935 | -8687 | -13561 | -13561 | -9123 |
Avg Bars in Trades | 279 | 292 | 266 | 279 | 292 | 266 |
Avg Bars in Winners | 346 | 341 | 351 | 346 | 341 | 351 |
Avg Bars in Losers | 216 | 244 | 189 | 216 | 244 | 189 |
Bars Traded | 24620 | 12886 | 11734 | 24620 | 12886 | 11734 |
Profit Streak | 0 | 0 | 6.6987 | 0 | 0 | 6.6987 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 295559 | 207187 | -160178 | 328587 | 225686 | -159884 |
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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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