Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 74770.3514 | 57108.9035 | 17661.4479 | 82593.3846 | 55313.94 | 27279.4446 |
Total P&L (%) | 74.7704 | 57.1089 | 17.6614 | 82.5934 | 55.3139 | 27.2794 |
Avg Daily Profit (%) | 0.8613 | 0.6579 | 0.2034 | 0.696 | 0.5085 | 0.2783 |
Buy And Hold Return (%) | 10.6408 | 10.6408 | 10.6408 | 10.6408 | 10.6408 | 10.6408 |
Max Trade Drawdown | -25833 | -15683 | -17301 | -25128 | -14982 | -16373 |
Profit Factor | 1.7203 | 2.1149 | 1.3359 | 1.82 | 2.0271 | 1.582 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 40 | 21 | 19 | 40 | 21 | 19 |
Losing Trades | 46 | 22 | 24 | 46 | 22 | 24 |
Profitability (%) | 46.5116 | 48.8372 | 44.186 | 46.5116 | 48.8372 | 44.186 |
Ratio Avg Win / Avg Loss | 1.9783 | 2.2156 | 1.6874 | 2.093 | 2.1237 | 1.9983 |
Largest Winning Trade | 42061 | 42061 | 14972 | 40169 | 40169 | 25716 |
Largest Losing Trade | -8646 | -7536 | -8646 | -14882 | -14882 | -8728 |
Avg Bars in Trades | 280 | 284 | 277 | 280 | 284 | 277 |
Avg Bars in Winners | 422 | 415 | 430 | 422 | 415 | 430 |
Avg Bars in Losers | 158 | 159 | 156 | 158 | 159 | 156 |
Bars Traded | 24154 | 12226 | 11929 | 24154 | 12226 | 11929 |
Profit Streak | 0 | 0 | 12.4807 | 0 | 0 | 12.4807 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 467620 | 436309 | -2739 | 440624 | 380196 | 182218 |
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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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