Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 102948.2991 | 70261.9451 | 32686.354 | 126850.3683 | 112213.6327 | 14636.7356 |
Total P&L (%) | 102.9483 | 70.2619 | 32.6864 | 126.8504 | 112.2136 | 14.6367 |
Avg Daily Profit (%) | 0.3953 | 0.2698 | 0.1255 | 0.315 | 0.2893 | 0.0525 |
Buy And Hold Return (%) | 11.7898 | 11.7898 | 11.7898 | 11.7898 | 11.7898 | 11.7898 |
Max Trade Drawdown | -23163 | -22953 | -35356 | -44161 | -28407 | -81454 |
Profit Factor | 1.3955 | 1.6014 | 1.2279 | 1.2717 | 1.559 | 1.055 |
Total Trades | 170 | 85 | 85 | 170 | 85 | 85 |
Winning Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Losing Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Profitability (%) | 44.7059 | 44.7059 | 44.7059 | 44.7059 | 44.7059 | 44.7059 |
Ratio Avg Win / Avg Loss | 1.7261 | 1.9806 | 1.5187 | 1.5729 | 1.9282 | 1.3049 |
Largest Winning Trade | 18564 | 18564 | 14170 | 30671 | 30671 | 22501 |
Largest Losing Trade | -12536 | -6969 | -12536 | -29299 | -14630 | -29299 |
Avg Bars in Trades | 144 | 143 | 144 | 144 | 143 | 144 |
Avg Bars in Winners | 212 | 222 | 203 | 212 | 222 | 203 |
Avg Bars in Losers | 88 | 80 | 97 | 88 | 80 | 97 |
Bars Traded | 24527 | 12219 | 12308 | 24527 | 12219 | 12308 |
Profit Streak | 5.224 | 0 | 9.0469 | 5.224 | 0 | 9.0469 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 331840 | 243860 | -30679 | 279885 | 265726 | -376207 |
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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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