Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 64520.9731 | 40613.4843 | 23907.4888 | 82501.4487 | 48171.939 | 34329.5098 |
Total P&L (%) | 64.521 | 40.6135 | 23.9075 | 82.5014 | 48.1719 | 34.3295 |
Avg Daily Profit (%) | 0.7432 | 0.4678 | 0.2754 | 0.6954 | 0.454 | 0.3405 |
Buy And Hold Return (%) | 14.6548 | 14.6548 | 14.6548 | 14.6548 | 14.6548 | 14.6548 |
Max Trade Drawdown | -8228 | -6502 | -8846 | -10821 | -9966 | -13684 |
Profit Factor | 2.1174 | 3.0076 | 1.6374 | 1.9823 | 2.628 | 1.6311 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 32 | 18 | 14 | 32 | 18 | 14 |
Losing Trades | 42 | 19 | 23 | 42 | 19 | 23 |
Profitability (%) | 43.2432 | 48.6486 | 37.8378 | 43.2432 | 48.6486 | 37.8378 |
Ratio Avg Win / Avg Loss | 2.7791 | 3.1747 | 2.69 | 2.6018 | 2.774 | 2.6796 |
Largest Winning Trade | 12312 | 12312 | 7689 | 13997 | 13997 | 12207 |
Largest Losing Trade | -4483 | -3558 | -4483 | -6937 | -4993 | -6937 |
Avg Bars in Trades | 330 | 337 | 323 | 330 | 337 | 323 |
Avg Bars in Winners | 545 | 526 | 570 | 545 | 526 | 570 |
Avg Bars in Losers | 165 | 157 | 173 | 165 | 157 | 173 |
Bars Traded | 24438 | 12476 | 11962 | 24438 | 12476 | 11962 |
Profit Streak | 2.0933 | 0 | 2.7496 | 2.0933 | 0 | 2.7496 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -60636 | 365461 | -5756 | -60633 | 351328 | -748 |
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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) |
---|