Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 82788.0925 | 69274.6167 | 13513.4758 | 109401.3881 | 91673.6542 | 17727.7339 |
Total P&L (%) | 82.7881 | 69.2746 | 13.5135 | 109.4014 | 91.6737 | 17.7277 |
Avg Daily Profit (%) | 0.9537 | 0.798 | 0.1557 | 0.855 | 0.7523 | 0.1882 |
Buy And Hold Return (%) | 46.0509 | 46.0509 | 46.0509 | 46.0509 | 46.0509 | 46.0509 |
Max Trade Drawdown | -28973 | -20491 | -21164 | -38894 | -24896 | -28755 |
Profit Factor | 1.9468 | 2.8893 | 1.2662 | 1.9169 | 2.8859 | 1.2507 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 35 | 18 | 17 | 35 | 18 | 17 |
Losing Trades | 29 | 14 | 15 | 29 | 14 | 15 |
Profitability (%) | 54.6875 | 56.25 | 53.125 | 54.6875 | 56.25 | 53.125 |
Ratio Avg Win / Avg Loss | 1.6131 | 2.2472 | 1.1172 | 1.5883 | 2.2446 | 1.1036 |
Largest Winning Trade | 17187 | 17187 | 10015 | 27171 | 27171 | 14343 |
Largest Losing Trade | -9656 | -6775 | -9656 | -13937 | -9019 | -13937 |
Avg Bars in Trades | 374 | 412 | 337 | 374 | 412 | 337 |
Avg Bars in Winners | 511 | 554 | 465 | 511 | 554 | 465 |
Avg Bars in Losers | 210 | 229 | 191 | 210 | 229 | 191 |
Bars Traded | 23987 | 13195 | 10792 | 23987 | 13195 | 10792 |
Profit Streak | 0 | 0 | 13.1913 | 0 | 0 | 13.1913 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -136495 | 247907 | -159152 | -132786 | 350342 | -158969 |
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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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