Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 95724.7265 | 66617.101 | 29107.6255 | 131150.1921 | 91268.0331 | 39882.159 |
Total P&L (%) | 95.7247 | 66.6171 | 29.1076 | 131.1502 | 91.268 | 39.8822 |
Avg Daily Profit (%) | 0.3676 | 0.2558 | 0.1118 | 0.3223 | 0.2493 | 0.129 |
Buy And Hold Return (%) | 29.1113 | 29.1113 | 29.1113 | 29.1113 | 29.1113 | 29.1113 |
Max Trade Drawdown | -22090 | -18917 | -11183 | -46322 | -50369 | -23503 |
Profit Factor | 1.9354 | 1.9154 | 1.9846 | 1.6153 | 1.5975 | 1.6606 |
Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Winning Trades | 57 | 28 | 29 | 57 | 28 | 29 |
Losing Trades | 35 | 18 | 17 | 35 | 18 | 17 |
Profitability (%) | 61.9565 | 60.8696 | 63.0435 | 61.9565 | 60.8696 | 63.0435 |
Ratio Avg Win / Avg Loss | 1.1884 | 1.2314 | 1.1634 | 0.9919 | 1.0269 | 0.9734 |
Largest Winning Trade | 25713 | 25713 | 11822 | 46450 | 46450 | 16287 |
Largest Losing Trade | -11835 | -11835 | -4318 | -28709 | -28709 | -8860 |
Avg Bars in Trades | 263 | 461 | 64 | 263 | 461 | 64 |
Avg Bars in Winners | 205 | 346 | 70 | 205 | 346 | 70 |
Avg Bars in Losers | 356 | 641 | 55 | 356 | 641 | 55 |
Bars Traded | 24215 | 21233 | 2982 | 24215 | 21233 | 2982 |
Profit Streak | 4.3836 | 0 | 5.2377 | 4.3836 | 0 | 5.2377 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 334819 | 206805 | -205536 | 277582 | 253460 | -70077 |
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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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