Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 62273.4088 | 43837.6948 | 18435.7141 | 79370.1491 | 50336.0549 | 29034.0942 |
Total P&L (%) | 62.2734 | 43.8377 | 18.4357 | 79.3701 | 50.3361 | 29.0341 |
Avg Daily Profit (%) | 0.7174 | 0.505 | 0.2124 | 0.6753 | 0.4708 | 0.2941 |
Buy And Hold Return (%) | 19.5702 | 19.5702 | 19.5702 | 19.5702 | 19.5702 | 19.5702 |
Max Trade Drawdown | -10334 | -7744 | -10468 | -17271 | -12491 | -14363 |
Profit Factor | 2.3307 | 4.7723 | 1.5241 | 2.1823 | 3.6229 | 1.6056 |
Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Winning Trades | 40 | 22 | 18 | 40 | 22 | 18 |
Losing Trades | 23 | 10 | 13 | 23 | 10 | 13 |
Profitability (%) | 63.4921 | 68.75 | 58.0645 | 63.4921 | 68.75 | 58.0645 |
Ratio Avg Win / Avg Loss | 1.3402 | 2.1692 | 1.1007 | 1.2548 | 1.6468 | 1.1596 |
Largest Winning Trade | 12490 | 12490 | 8511 | 14336 | 13275 | 14336 |
Largest Losing Trade | -7002 | -3730 | -7002 | -9717 | -6019 | -9717 |
Avg Bars in Trades | 380 | 346 | 414 | 380 | 346 | 414 |
Avg Bars in Winners | 332 | 341 | 321 | 332 | 341 | 321 |
Avg Bars in Losers | 463 | 357 | 544 | 463 | 357 | 544 |
Bars Traded | 23944 | 11086 | 12858 | 23944 | 11086 | 12858 |
Profit Streak | 1.767 | 3.2809 | 0 | 1.767 | 3.2809 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -141058 | 446880 | -157538 | -140928 | 460704 | -5915 |
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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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