Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 123545.543 | 93450.7843 | 30094.7587 | 175025.3034 | 121833.9066 | 53191.3969 |
Total P&L (%) | 123.5455 | 93.4508 | 30.0948 | 175.0253 | 121.8339 | 53.1914 |
Avg Daily Profit (%) | 1.4232 | 1.0765 | 0.3467 | 1.1722 | 0.922 | 0.4925 |
Buy And Hold Return (%) | 49.6954 | 49.6954 | 49.6954 | 49.6954 | 49.6954 | 49.6954 |
Max Trade Drawdown | -23392 | -16347 | -13886 | -64305 | -40798 | -36712 |
Profit Factor | 2.1521 | 2.64 | 1.5989 | 1.7172 | 1.9201 | 1.4766 |
Total Trades | 83 | 41 | 42 | 83 | 41 | 42 |
Winning Trades | 38 | 19 | 19 | 38 | 19 | 19 |
Losing Trades | 45 | 22 | 23 | 45 | 22 | 23 |
Profitability (%) | 45.7831 | 46.3415 | 45.2381 | 45.7831 | 46.3415 | 45.2381 |
Ratio Avg Win / Avg Loss | 2.5486 | 3.0568 | 1.9355 | 2.0336 | 2.2233 | 1.7874 |
Largest Winning Trade | 60609 | 60609 | 11669 | 102660 | 102660 | 31396 |
Largest Losing Trade | -7739 | -6017 | -7739 | -21054 | -15827 | -21054 |
Avg Bars in Trades | 298 | 300 | 296 | 298 | 300 | 296 |
Avg Bars in Winners | 486 | 479 | 494 | 486 | 479 | 494 |
Avg Bars in Losers | 139 | 145 | 132 | 139 | 145 | 132 |
Bars Traded | 24759 | 12313 | 12446 | 24759 | 12313 | 12446 |
Profit Streak | 0 | 3.0876 | 0 | 0 | 3.0876 | 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 | 319371 | 213823 | -157636 | 317365 | 296060 | -135251 |
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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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