Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 380631.7243 | 260484.71 | 120147.0144 | 340545.0714 | 217732.299 | 122812.7724 |
Total P&L (%) | 380.6317 | 260.4847 | 120.147 | 340.5451 | 217.7323 | 122.8128 |
Avg Daily Profit (%) | 0.3038 | 0.2079 | 0.0959 | 0.1184 | 0.0923 | 0.064 |
Buy And Hold Return (%) | 40.3932 | 40.3932 | 40.3932 | 40.3932 | 40.3932 | 40.3932 |
Max Trade Drawdown | -96278 | -44935 | -86143 | -99237 | -99237 | -44666 |
Profit Factor | 1.9663 | 2.6664 | 1.5057 | 2.111 | 2.576 | 1.7294 |
Total Trades | 97 | 48 | 49 | 97 | 48 | 49 |
Winning Trades | 81 | 40 | 41 | 81 | 40 | 41 |
Losing Trades | 16 | 8 | 8 | 16 | 8 | 8 |
Profitability (%) | 83.5052 | 83.3333 | 83.6735 | 83.5052 | 83.3333 | 83.6735 |
Ratio Avg Win / Avg Loss | 0.3884 | 0.5333 | 0.2938 | 0.417 | 0.5152 | 0.3374 |
Largest Winning Trade | 28599 | 28599 | 19155 | 59423 | 59423 | 45940 |
Largest Losing Trade | -86143 | -44935 | -86143 | -99237 | -99237 | -62406 |
Avg Bars in Trades | 24 | 29 | 19 | 24 | 29 | 19 |
Avg Bars in Winners | 10 | 12 | 9 | 10 | 12 | 9 |
Avg Bars in Losers | 93 | 116 | 69 | 93 | 116 | 69 |
Bars Traded | 2352 | 1416 | 936 | 2352 | 1416 | 936 |
Profit Streak | 38.1518 | 93.6518 | 38.1518 | 38.1518 | 93.6518 | 38.1518 |
Trades During Streak | 10 | 6 | 5 | 10 | 6 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 583068 | 564945 | -62259 | -26954 | -62610 | -103944 |
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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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