Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 106930.3676 | 75514.8299 | 31415.5376 | 120723.3697 | 77147.231 | 43576.1387 |
Total P&L (%) | 106.9304 | 75.5148 | 31.4155 | 120.7234 | 77.1472 | 43.5761 |
Avg Daily Profit (%) | 0.4262 | 0.301 | 0.1252 | 0.316 | 0.2282 | 0.1443 |
Buy And Hold Return (%) | 25.6025 | 25.6025 | 25.6025 | 25.6025 | 25.6025 | 25.6025 |
Max Trade Drawdown | -56193 | -32244 | -40080 | -67572 | -49809 | -33509 |
Profit Factor | 1.6053 | 1.9803 | 1.3153 | 1.5025 | 1.6677 | 1.3495 |
Total Trades | 89 | 45 | 44 | 89 | 45 | 44 |
Winning Trades | 60 | 32 | 28 | 60 | 32 | 28 |
Losing Trades | 29 | 13 | 16 | 29 | 13 | 16 |
Profitability (%) | 67.4157 | 71.1111 | 63.6364 | 67.4157 | 71.1111 | 63.6364 |
Ratio Avg Win / Avg Loss | 0.7759 | 0.8045 | 0.7516 | 0.7262 | 0.6775 | 0.7711 |
Largest Winning Trade | 22669 | 22669 | 13015 | 22795 | 22795 | 19851 |
Largest Losing Trade | -37862 | -17827 | -37862 | -47414 | -47414 | -31594 |
Avg Bars in Trades | 265 | 264 | 266 | 265 | 264 | 266 |
Avg Bars in Winners | 187 | 185 | 190 | 187 | 185 | 190 |
Avg Bars in Losers | 424 | 456 | 399 | 424 | 456 | 399 |
Bars Traded | 23595 | 11880 | 11715 | 23595 | 11880 | 11715 |
Profit Streak | 24.3533 | 35.2596 | 24.3533 | 24.3533 | 35.2596 | 24.3533 |
Trades During Streak | 3 | 3 | 1 | 3 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 380215 | 328687 | -121549 | 341760 | 286611 | -9675 |
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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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