Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 78936.1387 | 59511.0151 | 19425.1235 | 99605.9766 | 80719.3069 | 18886.6697 |
Total P&L (%) | 78.9361 | 59.511 | 19.4251 | 99.606 | 80.7193 | 18.8867 |
Avg Daily Profit (%) | 0.3031 | 0.2285 | 0.0746 | 0.2658 | 0.2275 | 0.0665 |
Buy And Hold Return (%) | 31.2938 | 31.2938 | 31.2938 | 31.2938 | 31.2938 | 31.2938 |
Max Trade Drawdown | -27313 | -25877 | -16650 | -32351 | -30892 | -25709 |
Profit Factor | 1.7172 | 2.1231 | 1.3404 | 1.6854 | 2.2217 | 1.2383 |
Total Trades | 95 | 47 | 48 | 95 | 47 | 48 |
Winning Trades | 61 | 34 | 27 | 61 | 34 | 27 |
Losing Trades | 34 | 13 | 21 | 34 | 13 | 21 |
Profitability (%) | 64.2105 | 72.3404 | 56.25 | 64.2105 | 72.3404 | 56.25 |
Ratio Avg Win / Avg Loss | 0.9571 | 0.8118 | 1.0425 | 0.9394 | 0.8495 | 0.9631 |
Largest Winning Trade | 11995 | 11995 | 6461 | 15092 | 15092 | 10004 |
Largest Losing Trade | -23743 | -23743 | -8024 | -28798 | -28798 | -12298 |
Avg Bars in Trades | 254 | 251 | 257 | 254 | 251 | 257 |
Avg Bars in Winners | 182 | 194 | 167 | 182 | 194 | 167 |
Avg Bars in Losers | 383 | 401 | 372 | 383 | 401 | 372 |
Bars Traded | 24194 | 11835 | 12359 | 24194 | 11835 | 12359 |
Profit Streak | 0 | 25.858 | 0 | 0 | 25.858 | 0 |
Trades During Streak | 0 | 5 | 0 | 0 | 5 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 231159 | 169344 | -259294 | 238594 | 322014 | -272436 |
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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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