Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 34498.4249 | 36778.6531 | -2280.2282 | 37473.8068 | 39500.4648 | -2026.658 |
Total P&L (%) | 34.4984 | 36.7787 | -2.2802 | 37.4738 | 39.5005 | -2.0267 |
Avg Daily Profit (%) | 0.6624 | 0.7062 | -0.0438 | 0.613 | 0.6413 | -0.0393 |
Buy And Hold Return (%) | 17.6645 | 17.6645 | 17.6645 | 17.6645 | 17.6645 | 17.6645 |
Max Trade Drawdown | -15189 | -14626 | -3562 | -18289 | -17447 | -3723 |
Profit Factor | 1.9117 | 2.1439 | 0.5992 | 1.8821 | 2.0866 | 0.6695 |
Total Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Winning Trades | 31 | 20 | 11 | 31 | 20 | 11 |
Losing Trades | 30 | 10 | 20 | 30 | 10 | 20 |
Profitability (%) | 50.8197 | 66.6667 | 35.4839 | 50.8197 | 66.6667 | 35.4839 |
Ratio Avg Win / Avg Loss | 1.85 | 1.0719 | 1.0894 | 1.8214 | 1.0433 | 1.2173 |
Largest Winning Trade | 7352 | 7352 | 770 | 8177 | 8177 | 1004 |
Largest Losing Trade | -8153 | -8153 | -667 | -9403 | -9403 | -761 |
Avg Bars in Trades | 361 | 728 | 5 | 361 | 728 | 5 |
Avg Bars in Winners | 425 | 656 | 6 | 425 | 656 | 6 |
Avg Bars in Losers | 294 | 872 | 5 | 294 | 872 | 5 |
Bars Traded | 22025 | 21848 | 177 | 22025 | 21848 | 177 |
Profit Streak | 14.6861 | 17.4986 | 14.6861 | 14.6861 | 17.4986 | 14.6861 |
Trades During Streak | 12 | 7 | 6 | 12 | 7 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -158156 | 369734 | -584396 | -157513 | 382752 | -584396 |
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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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