Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 107697.054 | 77604.034 | 30093.02 | 121386.6633 | 98619.8571 | 22766.8062 |
Total P&L (%) | 107.6971 | 77.604 | 30.093 | 121.3867 | 98.6199 | 22.7668 |
Avg Daily Profit (%) | 0.4136 | 0.298 | 0.1156 | 0.3056 | 0.2639 | 0.0788 |
Buy And Hold Return (%) | 17.4094 | 17.4094 | 17.4094 | 17.4094 | 17.4094 | 17.4094 |
Max Trade Drawdown | -54959 | -35061 | -33195 | -92323 | -37796 | -83412 |
Profit Factor | 1.5108 | 1.9631 | 1.231 | 1.3889 | 1.8692 | 1.1146 |
Total Trades | 113 | 56 | 57 | 113 | 56 | 57 |
Winning Trades | 85 | 43 | 42 | 85 | 43 | 42 |
Losing Trades | 28 | 13 | 15 | 28 | 13 | 15 |
Profitability (%) | 75.2212 | 76.7857 | 73.6842 | 75.2212 | 76.7857 | 73.6842 |
Ratio Avg Win / Avg Loss | 0.4977 | 0.5935 | 0.4397 | 0.4575 | 0.5651 | 0.3981 |
Largest Winning Trade | 12701 | 10231 | 12701 | 16853 | 12764 | 16853 |
Largest Losing Trade | -33175 | -21087 | -33175 | -83412 | -25394 | -83412 |
Avg Bars in Trades | 216 | 217 | 215 | 216 | 217 | 215 |
Avg Bars in Winners | 125 | 129 | 121 | 125 | 129 | 121 |
Avg Bars in Losers | 493 | 510 | 478 | 493 | 510 | 478 |
Bars Traded | 24471 | 12192 | 12279 | 24471 | 12192 | 12279 |
Profit Streak | 11.5726 | 11.5726 | 19.8539 | 11.5726 | 11.5726 | 19.8539 |
Trades During Streak | 5 | 2 | 4 | 5 | 2 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 456112 | -169294 | -226297 | 414958 | -168842 | -430786 |
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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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