Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 125685.6498 | 93993.0401 | 31692.6098 | 189045.9226 | 122802.16 | 66243.7626 |
Total P&L (%) | 125.6857 | 93.993 | 31.6926 | 189.0459 | 122.8022 | 66.2438 |
Avg Daily Profit (%) | 1.4478 | 1.0827 | 0.3651 | 1.2302 | 0.9271 | 0.5872 |
Buy And Hold Return (%) | 51.7047 | 51.7047 | 51.7047 | 51.7047 | 51.7047 | 51.7047 |
Max Trade Drawdown | -20650 | -14501 | -14899 | -62642 | -45073 | -44314 |
Profit Factor | 2.2379 | 2.7947 | 1.6447 | 1.7911 | 2.024 | 1.5565 |
Total Trades | 99 | 49 | 50 | 99 | 49 | 50 |
Winning Trades | 45 | 19 | 26 | 45 | 19 | 26 |
Losing Trades | 54 | 30 | 24 | 54 | 30 | 24 |
Profitability (%) | 45.4545 | 38.7755 | 52 | 45.4545 | 38.7755 | 52 |
Ratio Avg Win / Avg Loss | 2.6855 | 4.4126 | 1.5182 | 2.1493 | 3.1958 | 1.4367 |
Largest Winning Trade | 51822 | 51822 | 9509 | 97915 | 97915 | 24534 |
Largest Losing Trade | -9766 | -4969 | -9766 | -28053 | -14253 | -28053 |
Avg Bars in Trades | 250 | 248 | 251 | 250 | 248 | 251 |
Avg Bars in Winners | 347 | 376 | 326 | 347 | 376 | 326 |
Avg Bars in Losers | 169 | 168 | 170 | 169 | 168 | 170 |
Bars Traded | 24768 | 12190 | 12578 | 24768 | 12190 | 12578 |
Profit Streak | 6.7301 | 6.7301 | 10.1572 | 6.7301 | 6.7301 | 10.1572 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 420384 | 179102 | -333833 | 436139 | 244422 | -245915 |
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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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