Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 122148.6262 | 95523.5692 | 26625.0571 | 158333.4138 | 115756.8169 | 42576.5969 |
Total P&L (%) | 122.1486 | 95.5236 | 26.6251 | 158.3334 | 115.7568 | 42.5766 |
Avg Daily Profit (%) | 1.4071 | 1.1004 | 0.3067 | 1.0993 | 0.8898 | 0.4094 |
Buy And Hold Return (%) | 52.9982 | 52.9982 | 52.9982 | 52.9982 | 52.9982 | 52.9982 |
Max Trade Drawdown | -40433 | -25954 | -18091 | -101357 | -66090 | -41347 |
Profit Factor | 1.7669 | 2.27 | 1.3167 | 1.4637 | 1.7233 | 1.2347 |
Total Trades | 95 | 47 | 48 | 95 | 47 | 48 |
Winning Trades | 40 | 17 | 23 | 40 | 17 | 23 |
Losing Trades | 55 | 30 | 25 | 55 | 30 | 25 |
Profitability (%) | 42.1053 | 36.1702 | 47.9167 | 42.1053 | 36.1702 | 47.9167 |
Ratio Avg Win / Avg Loss | 2.4295 | 4.0059 | 1.4312 | 2.0126 | 3.0412 | 1.342 |
Largest Winning Trade | 46376 | 46376 | 16037 | 66791 | 66791 | 37160 |
Largest Losing Trade | -14968 | -9254 | -14968 | -39805 | -20925 | -39805 |
Avg Bars in Trades | 258 | 233 | 282 | 258 | 233 | 282 |
Avg Bars in Winners | 385 | 351 | 410 | 385 | 351 | 410 |
Avg Bars in Losers | 165 | 167 | 164 | 165 | 167 | 164 |
Bars Traded | 24546 | 10996 | 13550 | 24546 | 10996 | 13550 |
Profit Streak | 6.9533 | 6.9533 | 7.5123 | 6.9533 | 6.9533 | 7.5123 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 308748 | 92373 | -158584 | 320004 | 139435 | -158208 |
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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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