Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 87322.634 | 76797.9437 | 10524.6903 | 117094.3413 | 99791.7375 | 17302.6038 |
Total P&L (%) | 87.3226 | 76.7979 | 10.5247 | 117.0943 | 99.7917 | 17.3026 |
Avg Daily Profit (%) | 1.0059 | 0.8847 | 0.1212 | 0.8969 | 0.8005 | 0.184 |
Buy And Hold Return (%) | 52.7867 | 52.7867 | 52.7867 | 52.7867 | 52.7867 | 52.7867 |
Max Trade Drawdown | -19090 | -17957 | -5269 | -29461 | -27968 | -7983 |
Profit Factor | 1.8145 | 1.8692 | 1.558 | 1.7177 | 1.7327 | 1.6419 |
Total Trades | 111 | 55 | 56 | 111 | 55 | 56 |
Winning Trades | 58 | 30 | 28 | 58 | 30 | 28 |
Losing Trades | 53 | 25 | 28 | 53 | 25 | 28 |
Profitability (%) | 52.2523 | 54.5455 | 50 | 52.2523 | 54.5455 | 50 |
Ratio Avg Win / Avg Loss | 1.658 | 1.5577 | 1.558 | 1.5696 | 1.444 | 1.6419 |
Largest Winning Trade | 20633 | 20633 | 5340 | 34745 | 34745 | 5764 |
Largest Losing Trade | -11156 | -11156 | -3972 | -17007 | -17007 | -6289 |
Avg Bars in Trades | 210 | 391 | 31 | 210 | 391 | 31 |
Avg Bars in Winners | 241 | 434 | 34 | 241 | 434 | 34 |
Avg Bars in Losers | 176 | 340 | 29 | 176 | 340 | 29 |
Bars Traded | 23342 | 21551 | 1791 | 23342 | 21551 | 1791 |
Profit Streak | 7.8292 | 7.8292 | 9.5965 | 7.8292 | 7.8292 | 9.5965 |
Trades During Streak | 7 | 3 | 5 | 7 | 3 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 271427 | -187744 | -374258 | 396661 | -172549 | -335559 |
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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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