Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 62862.3318 | 45968.1553 | 16894.1764 | 76440.6173 | 49173.4552 | 27267.1621 |
Total P&L (%) | 62.8623 | 45.9682 | 16.8942 | 76.4406 | 49.1735 | 27.2672 |
Avg Daily Profit (%) | 0.7241 | 0.5295 | 0.1946 | 0.6562 | 0.4618 | 0.2781 |
Buy And Hold Return (%) | 24.3004 | 24.3004 | 24.3004 | 24.3004 | 24.3004 | 24.3004 |
Max Trade Drawdown | -11801 | -10733 | -4941 | -21824 | -20474 | -8947 |
Profit Factor | 1.7127 | 1.7519 | 1.6242 | 1.5084 | 1.4685 | 1.6007 |
Total Trades | 163 | 81 | 82 | 163 | 81 | 82 |
Winning Trades | 73 | 33 | 40 | 73 | 33 | 40 |
Losing Trades | 90 | 48 | 42 | 90 | 48 | 42 |
Profitability (%) | 44.7853 | 40.7407 | 48.7805 | 44.7853 | 40.7407 | 48.7805 |
Ratio Avg Win / Avg Loss | 2.1116 | 2.5483 | 1.7055 | 1.8597 | 2.1361 | 1.6807 |
Largest Winning Trade | 20025 | 20025 | 4449 | 19974 | 19974 | 7706 |
Largest Losing Trade | -4731 | -4731 | -1799 | -7372 | -7372 | -2759 |
Avg Bars in Trades | 152 | 256 | 49 | 152 | 256 | 49 |
Avg Bars in Winners | 240 | 458 | 61 | 240 | 458 | 61 |
Avg Bars in Losers | 80 | 116 | 39 | 80 | 116 | 39 |
Bars Traded | 24824 | 20743 | 4081 | 24824 | 20743 | 4081 |
Profit Streak | 0 | 2.8425 | 0 | 0 | 2.8425 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 324921 | -12376 | -161451 | 283931 | -13450 | -123077 |
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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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