Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 50685.9348 | 33605.5885 | 17080.3463 | 60297.4213 | 37080.2354 | 23217.1859 |
Total P&L (%) | 50.6859 | 33.6056 | 17.0803 | 60.2974 | 37.0802 | 23.2172 |
Avg Daily Profit (%) | 0.5839 | 0.3871 | 0.1968 | 0.545 | 0.364 | 0.2408 |
Buy And Hold Return (%) | 13.0874 | 13.0874 | 13.0874 | 13.0874 | 13.0874 | 13.0874 |
Max Trade Drawdown | -7824 | -7876 | -6009 | -10335 | -10363 | -6393 |
Profit Factor | 1.9713 | 2.5706 | 1.5548 | 1.9208 | 2.3872 | 1.5991 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 29 | 16 | 13 | 29 | 16 | 13 |
Losing Trades | 33 | 15 | 18 | 33 | 15 | 18 |
Profitability (%) | 46.7742 | 51.6129 | 41.9355 | 46.7742 | 51.6129 | 41.9355 |
Ratio Avg Win / Avg Loss | 2.2432 | 2.41 | 2.1528 | 2.1857 | 2.238 | 2.2141 |
Largest Winning Trade | 11383 | 11383 | 7011 | 11707 | 11707 | 8866 |
Largest Losing Trade | -4284 | -2834 | -4284 | -5824 | -3630 | -5824 |
Avg Bars in Trades | 394 | 398 | 389 | 394 | 398 | 389 |
Avg Bars in Winners | 636 | 608 | 670 | 636 | 608 | 670 |
Avg Bars in Losers | 181 | 175 | 187 | 181 | 175 | 187 |
Bars Traded | 24443 | 12356 | 12087 | 24443 | 12356 | 12087 |
Profit Streak | 1.9133 | 0 | 2.5696 | 1.9133 | 0 | 2.5696 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -151263 | 328563 | -66908 | -151317 | 317196 | -4077 |
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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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