Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 60235.3191 | 40431.2797 | 19804.0394 | 69676.3125 | 43675.3829 | 26000.9296 |
Total P&L (%) | 60.2353 | 40.4313 | 19.804 | 69.6763 | 43.6754 | 26.0009 |
Avg Daily Profit (%) | 0.6939 | 0.4657 | 0.2281 | 0.6109 | 0.4183 | 0.2666 |
Buy And Hold Return (%) | 14.6828 | 14.6828 | 14.6828 | 14.6828 | 14.6828 | 14.6828 |
Max Trade Drawdown | -18154 | -14190 | -14937 | -24343 | -18447 | -19251 |
Profit Factor | 1.5411 | 1.7009 | 1.3693 | 1.4365 | 1.5227 | 1.3419 |
Total Trades | 149 | 75 | 74 | 149 | 75 | 74 |
Winning Trades | 61 | 29 | 32 | 61 | 29 | 32 |
Losing Trades | 88 | 46 | 42 | 88 | 46 | 42 |
Profitability (%) | 40.9396 | 38.6667 | 43.2432 | 40.9396 | 38.6667 | 43.2432 |
Ratio Avg Win / Avg Loss | 2.2232 | 2.6979 | 1.7972 | 2.0724 | 2.4153 | 1.7612 |
Largest Winning Trade | 19549 | 19549 | 8170 | 26461 | 26461 | 12717 |
Largest Losing Trade | -5672 | -4203 | -5672 | -7021 | -5499 | -7021 |
Avg Bars in Trades | 163 | 170 | 157 | 163 | 170 | 157 |
Avg Bars in Winners | 242 | 263 | 223 | 242 | 263 | 223 |
Avg Bars in Losers | 109 | 111 | 107 | 109 | 111 | 107 |
Bars Traded | 24419 | 12757 | 11662 | 24419 | 12757 | 11662 |
Profit Streak | 5.314 | 5.314 | 5.8557 | 5.314 | 5.314 | 5.8557 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 305392 | -52538 | -116116 | 277431 | -53692 | -67108 |
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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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