Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 102139.8064 | 78972.8497 | 23166.9567 | 115514.2863 | 80238.7554 | 35275.5309 |
Total P&L (%) | 102.1398 | 78.9729 | 23.167 | 115.5143 | 80.2388 | 35.2755 |
Avg Daily Profit (%) | 1.1766 | 0.9097 | 0.2669 | 0.8884 | 0.6809 | 0.3487 |
Buy And Hold Return (%) | 42.3617 | 42.3617 | 42.3617 | 42.3617 | 42.3617 | 42.3617 |
Max Trade Drawdown | -42653 | -16031 | -40494 | -68260 | -39092 | -66170 |
Profit Factor | 1.7655 | 2.3623 | 1.307 | 1.5096 | 1.735 | 1.3002 |
Total Trades | 102 | 51 | 51 | 102 | 51 | 51 |
Winning Trades | 73 | 37 | 36 | 73 | 37 | 36 |
Losing Trades | 29 | 14 | 15 | 29 | 14 | 15 |
Profitability (%) | 71.5686 | 72.549 | 70.5882 | 71.5686 | 72.549 | 70.5882 |
Ratio Avg Win / Avg Loss | 0.7014 | 0.8939 | 0.5446 | 0.5997 | 0.6565 | 0.5418 |
Largest Winning Trade | 20726 | 20726 | 11940 | 20441 | 20441 | 20068 |
Largest Losing Trade | -40473 | -12398 | -40473 | -66139 | -30279 | -66139 |
Avg Bars in Trades | 243 | 269 | 217 | 243 | 269 | 217 |
Avg Bars in Winners | 183 | 195 | 170 | 183 | 195 | 170 |
Avg Bars in Losers | 395 | 464 | 330 | 395 | 464 | 330 |
Bars Traded | 24818 | 13734 | 11084 | 24818 | 13734 | 11084 |
Profit Streak | 0 | 1.8963 | 0 | 0 | 1.8963 | 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 | 392279 | -174473 | -338458 | 380483 | -176598 | -337800 |
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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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