Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 94199.326 | 72804.494 | 21394.832 | 100277.5315 | 62959.6529 | 37317.8786 |
Total P&L (%) | 94.1993 | 72.8045 | 21.3948 | 100.2775 | 62.9597 | 37.3179 |
Avg Daily Profit (%) | 1.8087 | 1.3979 | 0.4108 | 1.3425 | 0.9421 | 0.6108 |
Buy And Hold Return (%) | 30.4719 | 30.4719 | 30.4719 | 30.4719 | 30.4719 | 30.4719 |
Max Trade Drawdown | -37309 | -25907 | -23010 | -81376 | -55908 | -29909 |
Profit Factor | 1.5645 | 1.9516 | 1.2368 | 1.3524 | 1.4664 | 1.2495 |
Total Trades | 153 | 76 | 77 | 153 | 76 | 77 |
Winning Trades | 65 | 28 | 37 | 65 | 28 | 37 |
Losing Trades | 88 | 48 | 40 | 88 | 48 | 40 |
Profitability (%) | 42.4837 | 36.8421 | 48.0519 | 42.4837 | 36.8421 | 48.0519 |
Ratio Avg Win / Avg Loss | 2.1181 | 3.3456 | 1.337 | 1.8309 | 2.5138 | 1.3508 |
Largest Winning Trade | 45251 | 45251 | 23541 | 47353 | 47353 | 33828 |
Largest Losing Trade | -9667 | -9667 | -9146 | -22700 | -22700 | -18732 |
Avg Bars in Trades | 161 | 136 | 185 | 161 | 136 | 185 |
Avg Bars in Winners | 218 | 189 | 240 | 218 | 189 | 240 |
Avg Bars in Losers | 119 | 106 | 134 | 119 | 106 | 134 |
Bars Traded | 24673 | 10408 | 14265 | 24673 | 10408 | 14265 |
Profit Streak | 0 | 7.0506 | 0 | 0 | 7.0506 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 332214 | -42798 | -201430 | 277357 | -46843 | -129747 |
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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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