Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 75467.7631 | 59741.3261 | 15726.437 | 99329.6962 | 72871.3707 | 26458.3254 |
Total P&L (%) | 75.4678 | 59.7413 | 15.7264 | 99.3297 | 72.8714 | 26.4583 |
Avg Daily Profit (%) | 0.8693 | 0.6882 | 0.1812 | 0.7978 | 0.6325 | 0.2708 |
Buy And Hold Return (%) | 42.1026 | 42.1026 | 42.1026 | 42.1026 | 42.1026 | 42.1026 |
Max Trade Drawdown | -15237 | -12034 | -6781 | -31254 | -24703 | -8761 |
Profit Factor | 1.8455 | 1.9535 | 1.5913 | 1.6701 | 1.6928 | 1.6146 |
Total Trades | 166 | 83 | 83 | 166 | 83 | 83 |
Winning Trades | 75 | 37 | 38 | 75 | 37 | 38 |
Losing Trades | 91 | 46 | 45 | 91 | 46 | 45 |
Profitability (%) | 45.1807 | 44.5783 | 45.7831 | 45.1807 | 44.5783 | 45.7831 |
Ratio Avg Win / Avg Loss | 2.2393 | 2.4286 | 1.8844 | 2.0264 | 2.1046 | 1.912 |
Largest Winning Trade | 19812 | 19812 | 5057 | 22172 | 22172 | 10175 |
Largest Losing Trade | -5678 | -5678 | -2096 | -6805 | -6805 | -3058 |
Avg Bars in Trades | 148 | 259 | 36 | 148 | 259 | 36 |
Avg Bars in Winners | 232 | 425 | 44 | 232 | 425 | 44 |
Avg Bars in Losers | 78 | 126 | 29 | 78 | 126 | 29 |
Bars Traded | 24593 | 21537 | 3057 | 24593 | 21537 | 3057 |
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 | 183169 | -24321 | -158983 | 304147 | 52375 | -158136 |
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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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