Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 169414.0073 | 106918.8722 | 62495.135 | 224096.2251 | 167321.4142 | 56774.8109 |
Total P&L (%) | 169.414 | 106.9189 | 62.4951 | 224.0962 | 167.3214 | 56.7748 |
Avg Daily Profit (%) | 0.3253 | 0.2053 | 0.12 | 0.226 | 0.189 | 0.0864 |
Buy And Hold Return (%) | 10.1921 | 10.1921 | 10.1921 | 10.1921 | 10.1921 | 10.1921 |
Max Trade Drawdown | -63875 | -52712 | -37817 | -121834 | -52587 | -126008 |
Profit Factor | 1.6478 | 1.7791 | 1.5029 | 1.5388 | 1.8596 | 1.2566 |
Total Trades | 87 | 43 | 44 | 87 | 43 | 44 |
Winning Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Losing Trades | 28 | 14 | 14 | 28 | 14 | 14 |
Profitability (%) | 67.8161 | 67.4419 | 68.1818 | 67.8161 | 67.4419 | 68.1818 |
Ratio Avg Win / Avg Loss | 0.782 | 0.8589 | 0.7014 | 0.7303 | 0.8977 | 0.5864 |
Largest Winning Trade | 21054 | 20192 | 21054 | 47722 | 47722 | 31255 |
Largest Losing Trade | -33072 | -33072 | -28791 | -105464 | -47197 | -105464 |
Avg Bars in Trades | 279 | 282 | 275 | 279 | 282 | 275 |
Avg Bars in Winners | 179 | 199 | 160 | 179 | 199 | 160 |
Avg Bars in Losers | 488 | 454 | 521 | 488 | 454 | 521 |
Bars Traded | 24287 | 12164 | 12123 | 24287 | 12164 | 12123 |
Profit Streak | 17.7598 | 17.7598 | 17.9473 | 17.7598 | 17.7598 | 17.9473 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 459417 | 380575 | -30826 | 412091 | 381147 | -77535 |
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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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