Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 84648.02 | 72815.017 | 11833.003 | 112434.8413 | 94664.4092 | 17770.4321 |
Total P&L (%) | 84.648 | 72.815 | 11.833 | 112.4348 | 94.6644 | 17.7704 |
Avg Daily Profit (%) | 4.876 | 4.1944 | 0.6816 | 4.4358 | 3.9116 | 0.9467 |
Buy And Hold Return (%) | 67.7605 | 67.7605 | 67.7605 | 67.7605 | 67.7605 | 67.7605 |
Max Trade Drawdown | -23505 | -13698 | -17351 | -42447 | -23048 | -33093 |
Profit Factor | 1.748 | 2.4284 | 1.1903 | 1.628 | 2.1548 | 1.1831 |
Total Trades | 194 | 97 | 97 | 194 | 97 | 97 |
Winning Trades | 106 | 55 | 51 | 106 | 55 | 51 |
Losing Trades | 88 | 42 | 46 | 88 | 42 | 46 |
Profitability (%) | 54.6392 | 56.701 | 52.5773 | 54.6392 | 56.701 | 52.5773 |
Ratio Avg Win / Avg Loss | 1.4512 | 1.8544 | 1.0736 | 1.3516 | 1.6455 | 1.0671 |
Largest Winning Trade | 29668 | 29668 | 10228 | 29423 | 29423 | 13153 |
Largest Losing Trade | -11062 | -8995 | -11062 | -20993 | -15993 | -20993 |
Avg Bars in Trades | 126 | 132 | 121 | 126 | 132 | 121 |
Avg Bars in Winners | 115 | 113 | 116 | 115 | 113 | 116 |
Avg Bars in Losers | 141 | 156 | 127 | 141 | 156 | 127 |
Bars Traded | 24626 | 12814 | 11812 | 24626 | 12814 | 11812 |
Profit Streak | 9.802 | 0 | 9.8034 | 9.802 | 0 | 9.8034 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -70397 | -124010 | -166724 | 304286 | -24297 | -173490 |
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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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