Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 88279.9007 | 64789.6906 | 23490.2101 | 78008.9067 | 50385.3561 | 27623.5506 |
Total P&L (%) | 88.2799 | 64.7897 | 23.4902 | 78.0089 | 50.3854 | 27.6236 |
Avg Daily Profit (%) | 0.3518 | 0.2582 | 0.0936 | 0.2301 | 0.1628 | 0.0973 |
Buy And Hold Return (%) | 19.7952 | 19.7952 | 19.7952 | 19.7952 | 19.7952 | 19.7952 |
Max Trade Drawdown | -67851 | -28045 | -47266 | -67851 | -59163 | -37861 |
Profit Factor | 1.5092 | 1.8163 | 1.2499 | 1.3665 | 1.4751 | 1.2586 |
Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Winning Trades | 69 | 37 | 32 | 69 | 37 | 32 |
Losing Trades | 25 | 10 | 15 | 25 | 10 | 15 |
Profitability (%) | 73.4043 | 78.7234 | 68.0851 | 73.4043 | 78.7234 | 68.0851 |
Ratio Avg Win / Avg Loss | 0.5468 | 0.4909 | 0.5859 | 0.4951 | 0.3987 | 0.59 |
Largest Winning Trade | 18694 | 18694 | 10163 | 25712 | 25712 | 11724 |
Largest Losing Trade | -45938 | -20945 | -45938 | -42839 | -42839 | -37229 |
Avg Bars in Trades | 243 | 238 | 248 | 243 | 238 | 248 |
Avg Bars in Winners | 137 | 137 | 137 | 137 | 137 | 137 |
Avg Bars in Losers | 535 | 611 | 485 | 535 | 611 | 485 |
Bars Traded | 22879 | 11199 | 11680 | 22879 | 11199 | 11680 |
Profit Streak | 19.4028 | 30.4028 | 19.4028 | 19.4028 | 30.4028 | 19.4028 |
Trades During Streak | 3 | 4 | 1 | 3 | 4 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 374710 | 352732 | -176016 | 289253 | 257568 | -106149 |
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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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