Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 53945.8216 | 38267.0049 | 15678.8168 | 65051.3846 | 48293.2618 | 16758.1228 |
Total P&L (%) | 53.9458 | 38.267 | 15.6788 | 65.0514 | 48.2933 | 16.7581 |
Avg Daily Profit (%) | 1.0358 | 0.7348 | 0.3011 | 0.9668 | 0.7594 | 0.2979 |
Buy And Hold Return (%) | 21.0529 | 21.0529 | 21.0529 | 21.0529 | 21.0529 | 21.0529 |
Max Trade Drawdown | -13645 | -11161 | -9711 | -14779 | -10973 | -10732 |
Profit Factor | 1.5448 | 1.8772 | 1.283 | 1.5615 | 1.9928 | 1.2494 |
Total Trades | 168 | 84 | 84 | 168 | 84 | 84 |
Winning Trades | 96 | 53 | 43 | 96 | 53 | 43 |
Losing Trades | 72 | 31 | 41 | 72 | 31 | 41 |
Profitability (%) | 57.1429 | 63.0952 | 51.1905 | 57.1429 | 63.0952 | 51.1905 |
Ratio Avg Win / Avg Loss | 1.1586 | 1.098 | 1.2234 | 1.1712 | 1.1656 | 1.1913 |
Largest Winning Trade | 11563 | 11563 | 6184 | 13461 | 13461 | 8641 |
Largest Losing Trade | -6099 | -6099 | -5356 | -8902 | -6559 | -8902 |
Avg Bars in Trades | 145 | 126 | 165 | 145 | 126 | 165 |
Avg Bars in Winners | 139 | 128 | 152 | 139 | 128 | 152 |
Avg Bars in Losers | 154 | 122 | 179 | 154 | 122 | 179 |
Bars Traded | 24498 | 10610 | 13888 | 24498 | 10610 | 13888 |
Profit Streak | 0 | 2.4869 | 0 | 0 | 2.4869 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 388179 | 179334 | -159544 | 406588 | 309249 | -159777 |
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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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