Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 83747.2203 | 69904.2559 | 13842.9644 | 122262.1875 | 98985.6399 | 23276.5476 |
Total P&L (%) | 83.7472 | 69.9043 | 13.843 | 122.2622 | 98.9856 | 23.2765 |
Avg Daily Profit (%) | 0.9647 | 0.8053 | 0.1595 | 0.9243 | 0.7958 | 0.2413 |
Buy And Hold Return (%) | 50.7525 | 50.7525 | 50.7525 | 50.7525 | 50.7525 | 50.7525 |
Max Trade Drawdown | -14022 | -14333 | -5552 | -22513 | -22405 | -6449 |
Profit Factor | 2.65 | 3.2468 | 1.7047 | 2.5992 | 3.0367 | 1.8358 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 60 | 29 | 31 | 60 | 29 | 31 |
Losing Trades | 24 | 13 | 11 | 24 | 13 | 11 |
Profitability (%) | 71.4286 | 69.0476 | 73.8095 | 71.4286 | 69.0476 | 73.8095 |
Ratio Avg Win / Avg Loss | 1.06 | 1.4555 | 0.6049 | 1.0397 | 1.3613 | 0.6514 |
Largest Winning Trade | 7008 | 7008 | 2685 | 10135 | 10135 | 3153 |
Largest Losing Trade | -11542 | -11542 | -3544 | -18388 | -18388 | -5781 |
Avg Bars in Trades | 272 | 488 | 55 | 272 | 488 | 55 |
Avg Bars in Winners | 157 | 280 | 42 | 157 | 280 | 42 |
Avg Bars in Losers | 558 | 951 | 93 | 558 | 951 | 93 |
Bars Traded | 22849 | 20502 | 2347 | 22849 | 20502 | 2347 |
Profit Streak | 0.4139 | 9.3757 | 0 | 0.4139 | 9.3757 | 0 |
Trades During Streak | 1 | 8 | 0 | 1 | 8 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 194938 | -28223 | -156311 | 372277 | 449581 | -155636 |
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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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