Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 114478.3834 | 84852.1159 | 29626.2676 | 148688.9035 | 99505.3721 | 49183.5314 |
Total P&L (%) | 114.4784 | 84.8521 | 29.6263 | 148.6889 | 99.5054 | 49.1835 |
Avg Daily Profit (%) | 1.3187 | 0.9774 | 0.3413 | 1.055 | 0.7988 | 0.4618 |
Buy And Hold Return (%) | 39.4201 | 39.4201 | 39.4201 | 39.4201 | 39.4201 | 39.4201 |
Max Trade Drawdown | -43019 | -14882 | -34911 | -87215 | -43136 | -75350 |
Profit Factor | 1.9209 | 2.2303 | 1.5353 | 1.6253 | 1.7484 | 1.4692 |
Total Trades | 85 | 43 | 42 | 85 | 43 | 42 |
Winning Trades | 58 | 28 | 30 | 58 | 28 | 30 |
Losing Trades | 27 | 15 | 12 | 27 | 15 | 12 |
Profitability (%) | 68.2353 | 65.1163 | 71.4286 | 68.2353 | 65.1163 | 71.4286 |
Ratio Avg Win / Avg Loss | 0.8942 | 1.1948 | 0.6141 | 0.7566 | 0.9366 | 0.5877 |
Largest Winning Trade | 34036 | 34036 | 11101 | 34447 | 34447 | 21197 |
Largest Losing Trade | -33364 | -10159 | -33364 | -73271 | -28123 | -73271 |
Avg Bars in Trades | 286 | 302 | 270 | 286 | 302 | 270 |
Avg Bars in Winners | 220 | 195 | 243 | 220 | 195 | 243 |
Avg Bars in Losers | 429 | 502 | 337 | 429 | 502 | 337 |
Bars Traded | 24354 | 13010 | 11344 | 24354 | 13010 | 11344 |
Profit Streak | 0 | 0 | 8.3262 | 0 | 0 | 8.3262 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 424621 | 368228 | -155093 | 423615 | 353000 | -77411 |
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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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