Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 168953.8988 | 135247.8174 | 33706.0814 | 256458.55 | 256481.1191 | -22.5691 |
Total P&L (%) | 168.9539 | 135.2478 | 33.7061 | 256.4586 | 256.4811 | -0.0226 |
Avg Daily Profit (%) | 0.6488 | 0.5193 | 0.1294 | 0.4893 | 0.4893 | -0.0001 |
Buy And Hold Return (%) | 73.5664 | 73.5664 | 73.5664 | 73.5664 | 73.5664 | 73.5664 |
Max Trade Drawdown | -52096 | -19390 | -38863 | -180781 | -66476 | -141439 |
Profit Factor | 2.1335 | 2.8296 | 1.4486 | 1.5414 | 2.2089 | 0.9999 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 28 | 15 | 13 | 28 | 15 | 13 |
Losing Trades | 36 | 17 | 19 | 36 | 17 | 19 |
Profitability (%) | 43.75 | 46.875 | 40.625 | 43.75 | 46.875 | 40.625 |
Ratio Avg Win / Avg Loss | 2.7431 | 3.2068 | 2.1172 | 1.9818 | 2.5034 | 1.4614 |
Largest Winning Trade | 58889 | 58889 | 31107 | 105078 | 105078 | 84470 |
Largest Losing Trade | -11766 | -11766 | -6593 | -25250 | -22036 | -25250 |
Avg Bars in Trades | 386 | 366 | 406 | 386 | 366 | 406 |
Avg Bars in Winners | 671 | 623 | 726 | 671 | 623 | 726 |
Avg Bars in Losers | 165 | 140 | 188 | 165 | 140 | 188 |
Bars Traded | 24757 | 11735 | 13022 | 24757 | 11735 | 13022 |
Profit Streak | 14.6958 | 14.6958 | 15.3625 | 14.6958 | 14.6958 | 15.3625 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -135926 | 206349 | -188397 | -136445 | 344316 | -583601 |
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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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