Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 99830.3676 | 76005.2316 | 23825.136 | 112796.665 | 117270.1972 | -4473.5322 |
Total P&L (%) | 99.8304 | 76.0052 | 23.8251 | 112.7967 | 117.2702 | -4.4735 |
Avg Daily Profit (%) | 0.3833 | 0.2919 | 0.0915 | 0.2904 | 0.2984 | -0.0176 |
Buy And Hold Return (%) | 20.7042 | 20.7042 | 20.7042 | 20.7042 | 20.7042 | 20.7042 |
Max Trade Drawdown | -41872 | -25255 | -45842 | -112099 | -28902 | -119006 |
Profit Factor | 1.5555 | 2.2407 | 1.2011 | 1.3603 | 2.2304 | 0.9795 |
Total Trades | 93 | 46 | 47 | 93 | 46 | 47 |
Winning Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Losing Trades | 30 | 14 | 16 | 30 | 14 | 16 |
Profitability (%) | 67.7419 | 69.5652 | 65.9574 | 67.7419 | 69.5652 | 65.9574 |
Ratio Avg Win / Avg Loss | 0.7407 | 0.9803 | 0.6199 | 0.6478 | 0.9758 | 0.5055 |
Largest Winning Trade | 17606 | 17606 | 16611 | 24306 | 24306 | 21672 |
Largest Losing Trade | -26107 | -10790 | -26107 | -74688 | -17720 | -74688 |
Avg Bars in Trades | 256 | 253 | 258 | 256 | 253 | 258 |
Avg Bars in Winners | 210 | 217 | 203 | 210 | 217 | 203 |
Avg Bars in Losers | 352 | 337 | 365 | 352 | 337 | 365 |
Bars Traded | 23830 | 11670 | 12160 | 23830 | 11670 | 12160 |
Profit Streak | 12.637 | 17.1162 | 12.637 | 12.637 | 17.1162 | 12.637 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 366758 | 329860 | -190523 | 311676 | 389631 | -579410 |
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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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