Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 84535.8356 | 69559.9924 | 14975.8432 | 78266.499 | 59004.4505 | 19262.0485 |
Total P&L (%) | 84.5358 | 69.56 | 14.9758 | 78.2665 | 59.0045 | 19.262 |
Avg Daily Profit (%) | 1.6232 | 1.3356 | 0.2876 | 1.1162 | 0.8945 | 0.3388 |
Buy And Hold Return (%) | 29.4323 | 29.4323 | 29.4323 | 29.4323 | 29.4323 | 29.4323 |
Max Trade Drawdown | -40060 | -28084 | -19110 | -69388 | -55500 | -38685 |
Profit Factor | 1.3047 | 1.4413 | 1.125 | 1.1579 | 1.209 | 1.0903 |
Total Trades | 265 | 133 | 132 | 265 | 133 | 132 |
Winning Trades | 126 | 70 | 56 | 126 | 70 | 56 |
Losing Trades | 139 | 63 | 76 | 139 | 63 | 76 |
Profitability (%) | 47.5472 | 52.6316 | 42.4242 | 47.5472 | 52.6316 | 42.4242 |
Ratio Avg Win / Avg Loss | 1.4394 | 1.2972 | 1.5268 | 1.2773 | 1.0881 | 1.4796 |
Largest Winning Trade | 41981 | 41981 | 10711 | 37700 | 37700 | 19155 |
Largest Losing Trade | -14340 | -14340 | -11246 | -32222 | -32222 | -21898 |
Avg Bars in Trades | 92 | 96 | 89 | 92 | 96 | 89 |
Avg Bars in Winners | 99 | 82 | 121 | 99 | 82 | 121 |
Avg Bars in Losers | 86 | 112 | 64 | 86 | 112 | 64 |
Bars Traded | 24577 | 12821 | 11756 | 24577 | 12821 | 11756 |
Profit Streak | 8.0127 | 8.2023 | 0 | 8.0127 | 8.2023 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 338481 | 304258 | -244505 | -38207 | 153275 | -283410 |
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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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