Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 63240.6646 | 38967.4554 | 24273.2092 | 74247.8839 | 46590.2487 | 27657.6351 |
Total P&L (%) | 63.2407 | 38.9675 | 24.2732 | 74.2479 | 46.5902 | 27.6576 |
Avg Daily Profit (%) | 0.7285 | 0.4489 | 0.2796 | 0.6417 | 0.4416 | 0.2817 |
Buy And Hold Return (%) | 20.7563 | 20.7563 | 20.7563 | 20.7563 | 20.7563 | 20.7563 |
Max Trade Drawdown | -28299 | -15399 | -23386 | -56479 | -31831 | -45011 |
Profit Factor | 1.5014 | 1.5732 | 1.4175 | 1.3322 | 1.3873 | 1.268 |
Total Trades | 108 | 54 | 54 | 108 | 54 | 54 |
Winning Trades | 50 | 26 | 24 | 50 | 26 | 24 |
Losing Trades | 58 | 28 | 30 | 58 | 28 | 30 |
Profitability (%) | 46.2963 | 48.1481 | 44.4444 | 46.2963 | 48.1481 | 44.4444 |
Ratio Avg Win / Avg Loss | 1.7416 | 1.6942 | 1.7718 | 1.5454 | 1.494 | 1.585 |
Largest Winning Trade | 13907 | 13907 | 11060 | 20374 | 20374 | 18387 |
Largest Losing Trade | -6867 | -6701 | -6867 | -12613 | -12558 | -12613 |
Avg Bars in Trades | 225 | 240 | 211 | 225 | 240 | 211 |
Avg Bars in Winners | 301 | 343 | 256 | 301 | 343 | 256 |
Avg Bars in Losers | 159 | 143 | 174 | 159 | 143 | 174 |
Bars Traded | 24361 | 12967 | 11394 | 24361 | 12967 | 11394 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 302201 | -177815 | -287011 | 255260 | -177677 | -237179 |
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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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