Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 103677.1341 | 74337.462 | 29339.6721 | 118457.309 | 81075.0802 | 37382.2288 |
Total P&L (%) | 103.6771 | 74.3375 | 29.3397 | 118.4573 | 81.0751 | 37.3822 |
Avg Daily Profit (%) | 0.4132 | 0.2963 | 0.1169 | 0.3119 | 0.2369 | 0.1267 |
Buy And Hold Return (%) | 22.6302 | 22.6302 | 22.6302 | 22.6302 | 22.6302 | 22.6302 |
Max Trade Drawdown | -45772 | -24235 | -36174 | -98587 | -70341 | -32030 |
Profit Factor | 1.5541 | 1.8114 | 1.3072 | 1.4111 | 1.5295 | 1.2768 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 51 | 26 | 25 | 51 | 26 | 25 |
Losing Trades | 35 | 17 | 18 | 35 | 17 | 18 |
Profitability (%) | 59.3023 | 60.4651 | 58.1395 | 59.3023 | 60.4651 | 58.1395 |
Ratio Avg Win / Avg Loss | 1.0665 | 1.1844 | 0.9412 | 0.9684 | 1.0001 | 0.9193 |
Largest Winning Trade | 18492 | 17886 | 18492 | 29927 | 29927 | 23908 |
Largest Losing Trade | -31337 | -17947 | -31337 | -55465 | -55465 | -28670 |
Avg Bars in Trades | 266 | 262 | 269 | 266 | 262 | 269 |
Avg Bars in Winners | 190 | 177 | 203 | 190 | 177 | 203 |
Avg Bars in Losers | 376 | 391 | 362 | 376 | 391 | 362 |
Bars Traded | 22888 | 11280 | 11608 | 22888 | 11280 | 11608 |
Profit Streak | 21.7882 | 22.4653 | 0 | 21.7882 | 22.4653 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 357629 | 303872 | -112291 | 254023 | 264948 | -35183 |
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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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