Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 92545.6435 | 71066.2682 | 21479.3752 | 87454.9387 | 94444.3703 | -6989.4316 |
Total P&L (%) | 92.5456 | 71.0663 | 21.4794 | 87.4549 | 94.4444 | -6.9894 |
Avg Daily Profit (%) | 0.3554 | 0.2729 | 0.0825 | 0.2416 | 0.2557 | -0.0278 |
Buy And Hold Return (%) | 20.2197 | 20.2197 | 20.2197 | 20.2197 | 20.2197 | 20.2197 |
Max Trade Drawdown | -53812 | -38786 | -43268 | -138571 | -54317 | -117360 |
Profit Factor | 1.4052 | 1.6213 | 1.1884 | 1.2038 | 1.4834 | 0.9701 |
Total Trades | 115 | 57 | 58 | 115 | 57 | 58 |
Winning Trades | 84 | 41 | 43 | 84 | 41 | 43 |
Losing Trades | 31 | 16 | 15 | 31 | 16 | 15 |
Profitability (%) | 73.0435 | 71.9298 | 74.1379 | 73.0435 | 71.9298 | 74.1379 |
Ratio Avg Win / Avg Loss | 0.5186 | 0.6327 | 0.4146 | 0.4443 | 0.5789 | 0.3384 |
Largest Winning Trade | 12049 | 12049 | 9294 | 17546 | 17546 | 17447 |
Largest Losing Trade | -31822 | -23636 | -31822 | -88530 | -34511 | -88530 |
Avg Bars in Trades | 210 | 263 | 158 | 210 | 263 | 158 |
Avg Bars in Winners | 127 | 154 | 102 | 127 | 154 | 102 |
Avg Bars in Losers | 435 | 544 | 319 | 435 | 544 | 319 |
Bars Traded | 24215 | 15029 | 9186 | 24215 | 15029 | 9186 |
Profit Streak | 0 | 5.3297 | 0 | 0 | 5.3297 | 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 | 305090 | -172015 | -422497 | 217704 | -171889 | -759099 |
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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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