Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 87422.0967 | 72930.955 | 14491.1417 | 123876.3973 | 92808.2856 | 31068.1117 |
Total P&L (%) | 87.4221 | 72.931 | 14.4911 | 123.8764 | 92.8083 | 31.0681 |
Avg Daily Profit (%) | 5.0358 | 4.2011 | 0.8347 | 4.7519 | 3.8543 | 1.5707 |
Buy And Hold Return (%) | 67.4977 | 67.4977 | 67.4977 | 67.4977 | 67.4977 | 67.4977 |
Max Trade Drawdown | -19162 | -19061 | -5963 | -39385 | -39478 | -6290 |
Profit Factor | 2.5015 | 2.71 | 1.9304 | 2.3211 | 2.2649 | 2.5235 |
Total Trades | 138 | 69 | 69 | 138 | 69 | 69 |
Winning Trades | 76 | 39 | 37 | 76 | 39 | 37 |
Losing Trades | 62 | 30 | 32 | 62 | 30 | 32 |
Profitability (%) | 55.0725 | 56.5217 | 53.6232 | 55.0725 | 56.5217 | 53.6232 |
Ratio Avg Win / Avg Loss | 2.0407 | 2.0846 | 1.6695 | 1.8936 | 1.7422 | 2.1825 |
Largest Winning Trade | 24792 | 24792 | 4323 | 27431 | 27431 | 8411 |
Largest Losing Trade | -10532 | -10532 | -2150 | -22803 | -22803 | -3448 |
Avg Bars in Trades | 175 | 318 | 32 | 175 | 318 | 32 |
Avg Bars in Winners | 136 | 235 | 32 | 136 | 235 | 32 |
Avg Bars in Losers | 223 | 427 | 32 | 223 | 427 | 32 |
Bars Traded | 24257 | 22002 | 2255 | 24257 | 22002 | 2255 |
Profit Streak | 5.0871 | 5.0871 | 6.5225 | 5.0871 | 5.0871 | 6.5225 |
Trades During Streak | 3 | 1 | 7 | 3 | 1 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -53182 | -222323 | -250435 | 447273 | -131690 | -248930 |
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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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