Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 87248.8283 | 67447.6176 | 19801.2107 | 116290.6284 | 87510.7043 | 28779.9241 |
Total P&L (%) | 87.2488 | 67.4476 | 19.8012 | 116.2906 | 87.5107 | 28.7799 |
Avg Daily Profit (%) | 1.0051 | 0.777 | 0.2281 | 0.8926 | 0.7268 | 0.2918 |
Buy And Hold Return (%) | 47.2481 | 47.2481 | 47.2481 | 47.2481 | 47.2481 | 47.2481 |
Max Trade Drawdown | -15687 | -16073 | -8290 | -35744 | -32857 | -16927 |
Profit Factor | 1.9494 | 2.0717 | 1.6836 | 1.6981 | 1.7607 | 1.5583 |
Total Trades | 155 | 77 | 78 | 155 | 77 | 78 |
Winning Trades | 69 | 29 | 40 | 69 | 29 | 40 |
Losing Trades | 86 | 48 | 38 | 86 | 48 | 38 |
Profitability (%) | 44.5161 | 37.6623 | 51.2821 | 44.5161 | 37.6623 | 51.2821 |
Ratio Avg Win / Avg Loss | 2.4297 | 3.4291 | 1.5994 | 2.1165 | 2.9143 | 1.4804 |
Largest Winning Trade | 22339 | 22339 | 7176 | 36896 | 36896 | 12284 |
Largest Losing Trade | -7819 | -7819 | -2882 | -18301 | -18301 | -4744 |
Avg Bars in Trades | 156 | 285 | 28 | 156 | 285 | 28 |
Avg Bars in Winners | 215 | 476 | 26 | 215 | 476 | 26 |
Avg Bars in Losers | 108 | 169 | 30 | 108 | 169 | 30 |
Bars Traded | 24233 | 21982 | 2251 | 24233 | 21982 | 2251 |
Profit Streak | 0 | 0.964 | 0 | 0 | 0.964 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 196248 | -67981 | -190409 | 322796 | -44113 | -191392 |
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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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