Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 93294.4374 | 74868.5672 | 18425.8701 | 131295.06 | 100696.8399 | 30598.22 |
Total P&L (%) | 93.2944 | 74.8686 | 18.4259 | 131.2951 | 100.6968 | 30.5982 |
Avg Daily Profit (%) | 1.0747 | 0.8624 | 0.2123 | 0.9706 | 0.8057 | 0.308 |
Buy And Hold Return (%) | 45.8705 | 45.8705 | 45.8705 | 45.8705 | 45.8705 | 45.8705 |
Max Trade Drawdown | -17286 | -10855 | -12546 | -32200 | -19856 | -23833 |
Profit Factor | 2.3836 | 3.1978 | 1.5523 | 2.0933 | 2.6334 | 1.5235 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 31 | 16 | 15 | 31 | 16 | 15 |
Losing Trades | 31 | 15 | 16 | 31 | 15 | 16 |
Profitability (%) | 50 | 51.6129 | 48.3871 | 50 | 51.6129 | 48.3871 |
Ratio Avg Win / Avg Loss | 2.3836 | 2.9979 | 1.6558 | 2.0933 | 2.4688 | 1.6251 |
Largest Winning Trade | 20935 | 20935 | 12305 | 31188 | 31188 | 20167 |
Largest Losing Trade | -6041 | -6041 | -4683 | -10895 | -10895 | -8690 |
Avg Bars in Trades | 385 | 437 | 334 | 385 | 437 | 334 |
Avg Bars in Winners | 564 | 636 | 488 | 564 | 636 | 488 |
Avg Bars in Losers | 207 | 224 | 190 | 207 | 224 | 190 |
Bars Traded | 23923 | 13549 | 10374 | 23923 | 13549 | 10374 |
Profit Streak | 0 | 0 | 5.4874 | 0 | 0 | 5.4874 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -149581 | 280677 | -156944 | -146802 | 374832 | -156579 |
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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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