Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 130651.602 | 94045.5104 | 36606.0916 | 171772.4983 | 79342.2539 | 92430.2443 |
Total P&L (%) | 130.6516 | 94.0455 | 36.6061 | 171.7725 | 79.3423 | 92.4302 |
Avg Daily Profit (%) | 2.5087 | 1.8058 | 0.7029 | 1.9383 | 1.1279 | 1.2648 |
Buy And Hold Return (%) | 30.5374 | 30.5374 | 30.5374 | 30.5374 | 30.5374 | 30.5374 |
Max Trade Drawdown | -39612 | -31543 | -13702 | -123892 | -99862 | -40823 |
Profit Factor | 1.9634 | 2.1554 | 1.6751 | 1.4853 | 1.3544 | 1.7108 |
Total Trades | 115 | 57 | 58 | 115 | 57 | 58 |
Winning Trades | 49 | 21 | 28 | 49 | 21 | 28 |
Losing Trades | 66 | 36 | 30 | 66 | 36 | 30 |
Profitability (%) | 42.6087 | 36.8421 | 48.2759 | 42.6087 | 36.8421 | 48.2759 |
Ratio Avg Win / Avg Loss | 2.6445 | 3.695 | 1.7947 | 2.0007 | 2.3218 | 1.833 |
Largest Winning Trade | 55070 | 55070 | 22605 | 76490 | 76490 | 47003 |
Largest Losing Trade | -7502 | -7502 | -6412 | -19125 | -19125 | -18622 |
Avg Bars in Trades | 214 | 234 | 195 | 214 | 234 | 195 |
Avg Bars in Winners | 263 | 292 | 241 | 263 | 292 | 241 |
Avg Bars in Losers | 178 | 200 | 153 | 178 | 200 | 153 |
Bars Traded | 24699 | 13347 | 11352 | 24699 | 13347 | 11352 |
Profit Streak | 0 | 6.325 | 0 | 0 | 6.325 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 409011 | -171658 | -271641 | 378809 | -175248 | -169475 |
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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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