Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 151058.4092 | 96681.5001 | 54376.909 | 276434.641 | 155413.4644 | 121021.1766 |
Total P&L (%) | 151.0584 | 96.6815 | 54.3769 | 276.4346 | 155.4135 | 121.0212 |
Avg Daily Profit (%) | 1.3688 | 0.8761 | 0.4927 | 1.2084 | 0.8533 | 0.7212 |
Buy And Hold Return (%) | 27.1491 | 27.1491 | 27.1491 | 27.1491 | 27.1491 | 27.1491 |
Max Trade Drawdown | -31342 | -15111 | -31365 | -61050 | -25270 | -60997 |
Profit Factor | 2.5182 | 3.0007 | 2.0626 | 2.3385 | 2.4839 | 2.1888 |
Total Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Winning Trades | 40 | 21 | 19 | 40 | 21 | 19 |
Losing Trades | 23 | 10 | 13 | 23 | 10 | 13 |
Profitability (%) | 63.4921 | 67.7419 | 59.375 | 63.4921 | 67.7419 | 59.375 |
Ratio Avg Win / Avg Loss | 1.448 | 1.4289 | 1.4113 | 1.3446 | 1.1828 | 1.4976 |
Largest Winning Trade | 23427 | 23427 | 15439 | 52256 | 52256 | 30144 |
Largest Losing Trade | -22044 | -10015 | -22044 | -45518 | -25270 | -45518 |
Avg Bars in Trades | 162 | 171 | 153 | 162 | 171 | 153 |
Avg Bars in Winners | 165 | 176 | 153 | 165 | 176 | 153 |
Avg Bars in Losers | 156 | 161 | 153 | 156 | 161 | 153 |
Bars Traded | 10215 | 5314 | 4901 | 10215 | 5314 | 4901 |
Profit Streak | 5.9125 | 0 | 12.8604 | 5.9125 | 0 | 12.8604 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -134448 | 547606 | 232408 | -133977 | 574425 | 493432 |
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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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