Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 57301.2688 | 41286.7312 | 16014.5376 | 69075.7985 | 47689.3994 | 21386.3991 |
Total P&L (%) | 57.3013 | 41.2867 | 16.0145 | 69.0758 | 47.6894 | 21.3864 |
Avg Daily Profit (%) | 0.6601 | 0.4756 | 0.1845 | 0.6068 | 0.4502 | 0.2235 |
Buy And Hold Return (%) | 15.2352 | 15.2352 | 15.2352 | 15.2352 | 15.2352 | 15.2352 |
Max Trade Drawdown | -17714 | -15353 | -8880 | -32456 | -28976 | -14292 |
Profit Factor | 1.6417 | 1.6901 | 1.5433 | 1.4714 | 1.4805 | 1.4523 |
Total Trades | 123 | 62 | 61 | 123 | 62 | 61 |
Winning Trades | 78 | 44 | 34 | 78 | 44 | 34 |
Losing Trades | 45 | 18 | 27 | 45 | 18 | 27 |
Profitability (%) | 63.4146 | 70.9677 | 55.7377 | 63.4146 | 70.9677 | 55.7377 |
Ratio Avg Win / Avg Loss | 0.9471 | 0.6914 | 1.2255 | 0.8489 | 0.6056 | 1.1533 |
Largest Winning Trade | 9863 | 9863 | 5020 | 10851 | 10851 | 7539 |
Largest Losing Trade | -10241 | -10241 | -3749 | -18124 | -18124 | -6168 |
Avg Bars in Trades | 199 | 292 | 105 | 199 | 292 | 105 |
Avg Bars in Winners | 138 | 177 | 87 | 138 | 177 | 87 |
Avg Bars in Losers | 306 | 574 | 127 | 306 | 574 | 127 |
Bars Traded | 24556 | 18130 | 6426 | 24556 | 18130 | 6426 |
Profit Streak | 3.0472 | 8.7243 | 3.0472 | 3.0472 | 8.7243 | 3.0472 |
Trades During Streak | 5 | 7 | 2 | 5 | 7 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 336968 | -144651 | -304051 | 314113 | -145399 | -194854 |
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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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