Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 178818.5225 | 120601.4204 | 58217.1021 | 239425.0634 | 173135.4957 | 66289.5677 |
Total P&L (%) | 178.8185 | 120.6014 | 58.2171 | 239.4251 | 173.1355 | 66.2896 |
Avg Daily Profit (%) | 0.3433 | 0.2316 | 0.1118 | 0.2349 | 0.1931 | 0.0977 |
Buy And Hold Return (%) | 24.9372 | 24.9372 | 24.9372 | 24.9372 | 24.9372 | 24.9372 |
Max Trade Drawdown | -66081 | -18533 | -62375 | -129550 | -70264 | -149375 |
Profit Factor | 1.8797 | 2.7084 | 1.4388 | 1.4622 | 1.9596 | 1.1964 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 58 | 30 | 28 | 58 | 30 | 28 |
Losing Trades | 30 | 14 | 16 | 30 | 14 | 16 |
Profitability (%) | 65.9091 | 68.1818 | 63.6364 | 65.9091 | 68.1818 | 63.6364 |
Ratio Avg Win / Avg Loss | 0.9722 | 1.2639 | 0.8221 | 0.7563 | 0.9145 | 0.6836 |
Largest Winning Trade | 35067 | 35067 | 24590 | 69202 | 41088 | 69202 |
Largest Losing Trade | -54741 | -10498 | -54741 | -106105 | -37693 | -106105 |
Avg Bars in Trades | 280 | 275 | 285 | 280 | 275 | 285 |
Avg Bars in Winners | 220 | 224 | 215 | 220 | 224 | 215 |
Avg Bars in Losers | 397 | 386 | 408 | 397 | 386 | 408 |
Bars Traded | 24712 | 12135 | 12576 | 24712 | 12135 | 12576 |
Profit Streak | 2.4729 | 0 | 2.6187 | 2.4729 | 0 | 2.6187 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 360059 | 443323 | -49410 | 276957 | 371343 | -72401 |
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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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