Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 84643.7568 | 72047.8772 | 12595.8795 | 115689.0103 | 88592.0162 | 27096.9941 |
Total P&L (%) | 84.6438 | 72.0479 | 12.5959 | 115.689 | 88.592 | 27.097 |
Avg Daily Profit (%) | 4.8758 | 4.1502 | 0.7256 | 4.5273 | 3.7221 | 1.3908 |
Buy And Hold Return (%) | 66.8227 | 66.8227 | 66.8227 | 66.8227 | 66.8227 | 66.8227 |
Max Trade Drawdown | -16641 | -18010 | -7296 | -33488 | -36364 | -7430 |
Profit Factor | 2.2484 | 2.5464 | 1.5938 | 2.0703 | 2.0965 | 1.9928 |
Total Trades | 157 | 78 | 79 | 157 | 78 | 79 |
Winning Trades | 77 | 44 | 33 | 77 | 44 | 33 |
Losing Trades | 80 | 34 | 46 | 80 | 34 | 46 |
Profitability (%) | 49.0446 | 56.4103 | 41.7722 | 49.0446 | 56.4103 | 41.7722 |
Ratio Avg Win / Avg Loss | 2.336 | 1.9676 | 2.2217 | 2.151 | 1.62 | 2.7778 |
Largest Winning Trade | 24622 | 24622 | 5536 | 30421 | 30421 | 7754 |
Largest Losing Trade | -10487 | -10487 | -1914 | -21969 | -21969 | -2716 |
Avg Bars in Trades | 156 | 267 | 47 | 156 | 267 | 47 |
Avg Bars in Winners | 154 | 234 | 48 | 154 | 234 | 48 |
Avg Bars in Losers | 158 | 310 | 47 | 158 | 310 | 47 |
Bars Traded | 24621 | 20844 | 3777 | 24621 | 20844 | 3777 |
Profit Streak | 0 | 6.3122 | 0 | 0 | 6.3122 | 0 |
Trades During Streak | 0 | 6 | 0 | 0 | 6 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -64716 | -154878 | -182721 | 326400 | -78962 | -180776 |
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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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