Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 126208.4064 | 99299.6537 | 26908.7527 | 134299.9231 | 100234.1052 | 34065.818 |
Total P&L (%) | 126.2084 | 99.2997 | 26.9088 | 134.2999 | 100.2341 | 34.0658 |
Avg Daily Profit (%) | 0.2423 | 0.1907 | 0.0517 | 0.1636 | 0.1334 | 0.0563 |
Buy And Hold Return (%) | 25.4398 | 25.4398 | 25.4398 | 25.4398 | 25.4398 | 25.4398 |
Max Trade Drawdown | -56591 | -63312 | -14347 | -96076 | -106878 | -20572 |
Profit Factor | 1.5665 | 1.6051 | 1.4586 | 1.3901 | 1.3936 | 1.3803 |
Total Trades | 93 | 46 | 47 | 93 | 46 | 47 |
Winning Trades | 49 | 23 | 26 | 49 | 23 | 26 |
Losing Trades | 44 | 23 | 21 | 44 | 23 | 21 |
Profitability (%) | 52.6882 | 50 | 55.3191 | 52.6882 | 50 | 55.3191 |
Ratio Avg Win / Avg Loss | 1.4067 | 1.6051 | 1.1781 | 1.2483 | 1.3936 | 1.1149 |
Largest Winning Trade | 47501 | 47501 | 8307 | 49971 | 49971 | 13047 |
Largest Losing Trade | -19864 | -19864 | -6279 | -33430 | -33430 | -12972 |
Avg Bars in Trades | 260 | 494 | 31 | 260 | 494 | 31 |
Avg Bars in Winners | 336 | 670 | 41 | 336 | 670 | 41 |
Avg Bars in Losers | 175 | 318 | 19 | 175 | 318 | 19 |
Bars Traded | 24222 | 22745 | 1478 | 24222 | 22745 | 1478 |
Profit Streak | 0 | 22.2142 | 0 | 0 | 22.2142 | 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 | 300785 | 317518 | -270478 | 245705 | -16011 | -177246 |
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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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