Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 75832.3029 | 62207.1391 | 13625.1638 | 60281.1511 | 78502.1169 | -18220.9658 |
Total P&L (%) | 75.8323 | 62.2071 | 13.6252 | 60.2812 | 78.5021 | -18.221 |
Avg Daily Profit (%) | 0.2912 | 0.2389 | 0.0523 | 0.1813 | 0.2227 | -0.0772 |
Buy And Hold Return (%) | 22.3116 | 22.3116 | 22.3116 | 22.3116 | 22.3116 | 22.3116 |
Max Trade Drawdown | -46308 | -27838 | -46881 | -120194 | -48583 | -119256 |
Profit Factor | 1.3964 | 2.0475 | 1.1033 | 1.1638 | 1.714 | 0.9294 |
Total Trades | 85 | 42 | 43 | 85 | 42 | 43 |
Winning Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Losing Trades | 17 | 8 | 9 | 17 | 8 | 9 |
Profitability (%) | 80 | 80.9524 | 79.0698 | 80 | 80.9524 | 79.0698 |
Ratio Avg Win / Avg Loss | 0.3491 | 0.4818 | 0.2921 | 0.291 | 0.4033 | 0.246 |
Largest Winning Trade | 12168 | 10934 | 12168 | 19735 | 11700 | 19735 |
Largest Losing Trade | -33641 | -18487 | -33641 | -78887 | -32444 | -78887 |
Avg Bars in Trades | 280 | 278 | 283 | 280 | 278 | 283 |
Avg Bars in Winners | 177 | 212 | 143 | 177 | 212 | 143 |
Avg Bars in Losers | 690 | 558 | 808 | 690 | 558 | 808 |
Bars Traded | 23846 | 11677 | 12169 | 23846 | 11677 | 12169 |
Profit Streak | 10.8895 | 22.0457 | 10.8895 | 10.8895 | 22.0457 | 10.8895 |
Trades During Streak | 2 | 3 | 1 | 2 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 314764 | 355096 | -394321 | -33799 | 350332 | -577710 |
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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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