Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 123192.4812 | 94043.6762 | 29148.805 | 147728.3965 | 124494.4267 | 23233.9698 |
Total P&L (%) | 123.1925 | 94.0437 | 29.1488 | 147.7284 | 124.4944 | 23.234 |
Avg Daily Profit (%) | 0.4731 | 0.3611 | 0.1119 | 0.349 | 0.311 | 0.0803 |
Buy And Hold Return (%) | 31.7586 | 31.7586 | 31.7586 | 31.7586 | 31.7586 | 31.7586 |
Max Trade Drawdown | -48850 | -48549 | -19496 | -87883 | -59081 | -32947 |
Profit Factor | 1.5935 | 1.736 | 1.3653 | 1.4763 | 1.6542 | 1.1938 |
Total Trades | 113 | 56 | 57 | 113 | 56 | 57 |
Winning Trades | 60 | 29 | 31 | 60 | 29 | 31 |
Losing Trades | 53 | 27 | 26 | 53 | 27 | 26 |
Profitability (%) | 53.0973 | 51.7857 | 54.386 | 53.0973 | 51.7857 | 54.386 |
Ratio Avg Win / Avg Loss | 1.4076 | 1.6162 | 1.1451 | 1.304 | 1.5402 | 1.0012 |
Largest Winning Trade | 39123 | 39123 | 19226 | 91808 | 91808 | 17624 |
Largest Losing Trade | -17809 | -17809 | -15447 | -36400 | -36400 | -14997 |
Avg Bars in Trades | 216 | 394 | 40 | 216 | 394 | 40 |
Avg Bars in Winners | 273 | 521 | 41 | 273 | 521 | 41 |
Avg Bars in Losers | 150 | 258 | 38 | 150 | 258 | 38 |
Bars Traded | 24426 | 22117 | 2309 | 24426 | 22117 | 2309 |
Profit Streak | 0 | 6.4448 | 0 | 0 | 6.4448 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 317110 | -171385 | -389743 | 277858 | -171118 | -439839 |
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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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