Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 90588.9929 | 69097.8874 | 21491.1055 | 125220.1745 | 95838.4479 | 29381.7266 |
Total P&L (%) | 90.589 | 69.0979 | 21.4911 | 125.2202 | 95.8384 | 29.3817 |
Avg Daily Profit (%) | 1.0435 | 0.796 | 0.2476 | 0.9397 | 0.7772 | 0.2972 |
Buy And Hold Return (%) | 42.5345 | 42.5345 | 42.5345 | 42.5345 | 42.5345 | 42.5345 |
Max Trade Drawdown | -19810 | -14244 | -8384 | -28407 | -20187 | -12276 |
Profit Factor | 2.0575 | 2.7686 | 1.4612 | 2.1198 | 2.8482 | 1.49 |
Total Trades | 141 | 71 | 70 | 141 | 71 | 70 |
Winning Trades | 53 | 30 | 23 | 53 | 30 | 23 |
Losing Trades | 88 | 41 | 47 | 88 | 41 | 47 |
Profitability (%) | 37.5887 | 42.2535 | 32.8571 | 37.5887 | 42.2535 | 32.8571 |
Ratio Avg Win / Avg Loss | 3.4162 | 3.7838 | 2.9859 | 3.5197 | 3.8925 | 3.0447 |
Largest Winning Trade | 37636 | 37636 | 8423 | 61586 | 61586 | 10340 |
Largest Losing Trade | -3026 | -2655 | -3026 | -4702 | -3886 | -4702 |
Avg Bars in Trades | 174 | 148 | 201 | 174 | 148 | 201 |
Avg Bars in Winners | 350 | 270 | 454 | 350 | 270 | 454 |
Avg Bars in Losers | 69 | 59 | 77 | 69 | 59 | 77 |
Bars Traded | 24654 | 10548 | 14106 | 24654 | 10548 | 14106 |
Profit Streak | 5.7693 | 5.8769 | 5.7693 | 5.7693 | 5.8769 | 5.7693 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 227414 | -81862 | -257662 | 331562 | -77677 | -257062 |
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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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