Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 102641.8924 | 76158.1363 | 26483.7561 | 106705.3936 | 99744.5997 | 6960.7939 |
Total P&L (%) | 102.6419 | 76.1581 | 26.4838 | 106.7054 | 99.7446 | 6.9608 |
Avg Daily Profit (%) | 0.3941 | 0.2924 | 0.1017 | 0.2792 | 0.266 | 0.0258 |
Buy And Hold Return (%) | 22.7124 | 22.7124 | 22.7124 | 22.7124 | 22.7124 | 22.7124 |
Max Trade Drawdown | -55683 | -33592 | -37772 | -82629 | -42210 | -93945 |
Profit Factor | 1.5139 | 2.1251 | 1.2006 | 1.3331 | 1.9931 | 1.0317 |
Total Trades | 93 | 46 | 47 | 93 | 46 | 47 |
Winning Trades | 69 | 34 | 35 | 69 | 34 | 35 |
Losing Trades | 24 | 12 | 12 | 24 | 12 | 12 |
Profitability (%) | 74.1935 | 73.913 | 74.4681 | 74.1935 | 73.913 | 74.4681 |
Ratio Avg Win / Avg Loss | 0.5266 | 0.7501 | 0.4116 | 0.4637 | 0.7034 | 0.3537 |
Largest Winning Trade | 11996 | 10090 | 11996 | 17115 | 17115 | 15195 |
Largest Losing Trade | -33001 | -18413 | -33001 | -80227 | -21903 | -80227 |
Avg Bars in Trades | 256 | 252 | 259 | 256 | 252 | 259 |
Avg Bars in Winners | 156 | 161 | 150 | 156 | 161 | 150 |
Avg Bars in Losers | 544 | 511 | 577 | 544 | 511 | 577 |
Bars Traded | 23824 | 11613 | 12211 | 23824 | 11613 | 12211 |
Profit Streak | 13.697 | 24.6033 | 13.697 | 13.697 | 24.6033 | 13.697 |
Trades During Streak | 2 | 5 | 1 | 2 | 5 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 381158 | 367227 | -171062 | 311756 | 383157 | -509039 |
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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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