Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 193422.7679 | 142829.8754 | 50592.8925 | 332235.1315 | 240768.5813 | 91466.5502 |
Total P&L (%) | 193.4228 | 142.8299 | 50.5929 | 332.2351 | 240.7686 | 91.4666 |
Avg Daily Profit (%) | 0.1857 | 0.1371 | 0.0486 | 0.1406 | 0.1178 | 0.0624 |
Buy And Hold Return (%) | 37.5513 | 37.5513 | 37.5513 | 37.5513 | 37.5513 | 37.5513 |
Max Trade Drawdown | -52571 | -31361 | -32497 | -320498 | -217263 | -127429 |
Profit Factor | 1.9002 | 2.3129 | 1.4769 | 1.4371 | 1.5577 | 1.2785 |
Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Winning Trades | 72 | 35 | 37 | 72 | 35 | 37 |
Losing Trades | 20 | 11 | 9 | 20 | 11 | 9 |
Profitability (%) | 78.2609 | 76.087 | 80.4348 | 78.2609 | 76.087 | 80.4348 |
Ratio Avg Win / Avg Loss | 0.5278 | 0.7269 | 0.3593 | 0.3992 | 0.4896 | 0.311 |
Largest Winning Trade | 30256 | 30256 | 15759 | 82620 | 82620 | 56055 |
Largest Losing Trade | -32497 | -31361 | -32497 | -217263 | -217263 | -119217 |
Avg Bars in Trades | 266 | 381 | 150 | 266 | 381 | 150 |
Avg Bars in Winners | 145 | 200 | 93 | 145 | 200 | 93 |
Avg Bars in Losers | 700 | 957 | 386 | 700 | 957 | 386 |
Bars Traded | 24492 | 17563 | 6930 | 24492 | 17563 | 6930 |
Profit Streak | 12.5145 | 0 | 56.6811 | 12.5145 | 0 | 56.6811 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 428329 | -7290 | -181290 | -1242 | -32719 | -110347 |
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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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