Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 67248.9547 | 50776.1037 | 16472.851 | 77232.0558 | 55821.531 | 21410.5248 |
Total P&L (%) | 67.249 | 50.7761 | 16.4729 | 77.2321 | 55.8215 | 21.4105 |
Avg Daily Profit (%) | 0.7747 | 0.5849 | 0.1898 | 0.6614 | 0.5122 | 0.2237 |
Buy And Hold Return (%) | 29.3459 | 29.3459 | 29.3459 | 29.3459 | 29.3459 | 29.3459 |
Max Trade Drawdown | -49283 | -30946 | -23578 | -106128 | -65306 | -49178 |
Profit Factor | 1.3786 | 1.6352 | 1.1687 | 1.2574 | 1.4212 | 1.1278 |
Total Trades | 193 | 96 | 97 | 193 | 96 | 97 |
Winning Trades | 90 | 48 | 42 | 90 | 48 | 42 |
Losing Trades | 103 | 48 | 55 | 103 | 48 | 55 |
Profitability (%) | 46.6321 | 50 | 43.299 | 46.6321 | 50 | 43.299 |
Ratio Avg Win / Avg Loss | 1.5778 | 1.6352 | 1.5304 | 1.4391 | 1.4212 | 1.4769 |
Largest Winning Trade | 13840 | 13840 | 8967 | 27694 | 27694 | 20297 |
Largest Losing Trade | -9990 | -5676 | -9990 | -22209 | -8762 | -22209 |
Avg Bars in Trades | 126 | 124 | 128 | 126 | 124 | 128 |
Avg Bars in Winners | 160 | 151 | 169 | 160 | 151 | 169 |
Avg Bars in Losers | 96 | 96 | 97 | 96 | 96 | 97 |
Bars Traded | 24386 | 11910 | 12476 | 24386 | 11910 | 12476 |
Profit Streak | 5.0282 | 5.0282 | 6.3477 | 5.0282 | 5.0282 | 6.3477 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 310603 | 136520 | -195399 | 263323 | 73634 | -241125 |
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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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