Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 138856.0432 | 108433.4445 | 30422.5987 | 152059.0355 | 92446.0176 | 59613.0179 |
Total P&L (%) | 138.856 | 108.4334 | 30.4226 | 152.059 | 92.446 | 59.613 |
Avg Daily Profit (%) | 1.5995 | 1.2491 | 0.3505 | 1.0707 | 0.757 | 0.5401 |
Buy And Hold Return (%) | 34.0946 | 34.0946 | 34.0946 | 34.0946 | 34.0946 | 34.0946 |
Max Trade Drawdown | -34721 | -24747 | -11309 | -94226 | -67360 | -30305 |
Profit Factor | 1.9644 | 2.3482 | 1.4787 | 1.5115 | 1.542 | 1.4704 |
Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Winning Trades | 35 | 14 | 21 | 35 | 14 | 21 |
Losing Trades | 57 | 32 | 25 | 57 | 32 | 25 |
Profitability (%) | 38.0435 | 30.4348 | 45.6522 | 38.0435 | 30.4348 | 45.6522 |
Ratio Avg Win / Avg Loss | 3.1992 | 5.3673 | 1.7604 | 2.4616 | 3.5246 | 1.7505 |
Largest Winning Trade | 105984 | 105984 | 16681 | 129780 | 129780 | 37388 |
Largest Losing Trade | -11309 | -9676 | -11309 | -30305 | -22996 | -30305 |
Avg Bars in Trades | 263 | 237 | 289 | 263 | 237 | 289 |
Avg Bars in Winners | 477 | 499 | 462 | 477 | 499 | 462 |
Avg Bars in Losers | 131 | 122 | 143 | 131 | 122 | 143 |
Bars Traded | 24206 | 10908 | 13298 | 24206 | 10908 | 13298 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 311984 | 186434 | -158147 | 263061 | 79419 | 22837 |
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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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