Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 88721.921 | 58264.5806 | 30457.3404 | 102023.5268 | 84408.8533 | 17614.6735 |
Total P&L (%) | 88.7219 | 58.2646 | 30.4573 | 102.0235 | 84.4089 | 17.6147 |
Avg Daily Profit (%) | 0.3407 | 0.2237 | 0.117 | 0.2704 | 0.2353 | 0.0623 |
Buy And Hold Return (%) | 12.3366 | 12.3366 | 12.3366 | 12.3366 | 12.3366 | 12.3366 |
Max Trade Drawdown | -26767 | -31840 | -22577 | -39941 | -42720 | -42680 |
Profit Factor | 1.499 | 1.6214 | 1.3625 | 1.3716 | 1.6086 | 1.1297 |
Total Trades | 95 | 48 | 47 | 95 | 48 | 47 |
Winning Trades | 45 | 22 | 23 | 45 | 22 | 23 |
Losing Trades | 50 | 26 | 24 | 50 | 26 | 24 |
Profitability (%) | 47.3684 | 45.8333 | 48.9362 | 47.3684 | 45.8333 | 48.9362 |
Ratio Avg Win / Avg Loss | 1.6656 | 1.9162 | 1.4217 | 1.524 | 1.9011 | 1.1788 |
Largest Winning Trade | 17814 | 17814 | 15339 | 26847 | 26847 | 19064 |
Largest Losing Trade | -11418 | -11418 | -10681 | -21283 | -16452 | -21283 |
Avg Bars in Trades | 258 | 265 | 252 | 258 | 265 | 252 |
Avg Bars in Winners | 319 | 366 | 274 | 319 | 366 | 274 |
Avg Bars in Losers | 203 | 178 | 231 | 203 | 178 | 231 |
Bars Traded | 24583 | 12721 | 11862 | 24583 | 12721 | 11862 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 326491 | 229921 | -41891 | 276829 | 285664 | -222018 |
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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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