Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 69891.6248 | 53213.7547 | 16677.8701 | 86928.6776 | 60646.6178 | 26282.0598 |
Total P&L (%) | 69.8916 | 53.2138 | 16.6779 | 86.9287 | 60.6466 | 26.2821 |
Avg Daily Profit (%) | 0.8051 | 0.613 | 0.1921 | 0.7232 | 0.5476 | 0.2692 |
Buy And Hold Return (%) | 32.1123 | 32.1123 | 32.1123 | 32.1123 | 32.1123 | 32.1123 |
Max Trade Drawdown | -10724 | -12289 | -6136 | -17682 | -18237 | -10383 |
Profit Factor | 1.9089 | 2.2726 | 1.4754 | 1.7258 | 1.9186 | 1.489 |
Total Trades | 96 | 48 | 48 | 96 | 48 | 48 |
Winning Trades | 46 | 22 | 24 | 46 | 22 | 24 |
Losing Trades | 50 | 26 | 24 | 50 | 26 | 24 |
Profitability (%) | 47.9167 | 45.8333 | 50 | 47.9167 | 45.8333 | 50 |
Ratio Avg Win / Avg Loss | 2.0749 | 2.6858 | 1.4754 | 1.8759 | 2.2674 | 1.489 |
Largest Winning Trade | 21548 | 21548 | 11824 | 26375 | 26375 | 16536 |
Largest Losing Trade | -5555 | -5555 | -3543 | -8258 | -8258 | -6461 |
Avg Bars in Trades | 255 | 342 | 167 | 255 | 342 | 167 |
Avg Bars in Winners | 370 | 524 | 229 | 370 | 524 | 229 |
Avg Bars in Losers | 148 | 188 | 105 | 148 | 188 | 105 |
Bars Traded | 24510 | 16454 | 8056 | 24510 | 16454 | 8056 |
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 | 293933 | 101667 | -158648 | 341693 | 112492 | -158184 |
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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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