Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 359893.5981 | 317626.5381 | 42267.0601 | 951288.7714 | 685104.9779 | 266183.7935 |
Total P&L (%) | 359.8936 | 317.6265 | 42.2671 | 951.2888 | 685.105 | 266.1838 |
Avg Daily Profit (%) | 0.405 | 0.3574 | 0.0476 | 0.2651 | 0.2321 | 0.1462 |
Buy And Hold Return (%) | 211.2821 | 211.2821 | 211.2821 | 211.2821 | 211.2821 | 211.2821 |
Max Trade Drawdown | -66861 | -64982 | -25980 | -378690 | -363515 | -205188 |
Profit Factor | 2.4625 | 2.957 | 1.5045 | 1.7297 | 1.7478 | 1.6867 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 43 | 22 | 21 | 43 | 22 | 21 |
Losing Trades | 21 | 10 | 11 | 21 | 10 | 11 |
Profitability (%) | 67.1875 | 68.75 | 65.625 | 67.1875 | 68.75 | 65.625 |
Ratio Avg Win / Avg Loss | 1.2026 | 1.3441 | 0.7881 | 0.8447 | 0.7945 | 0.8835 |
Largest Winning Trade | 105150 | 105150 | 18301 | 273532 | 273532 | 106141 |
Largest Losing Trade | -42558 | -42558 | -14538 | -284417 | -284417 | -144037 |
Avg Bars in Trades | 39 | 70 | 7 | 39 | 70 | 7 |
Avg Bars in Winners | 28 | 48 | 7 | 28 | 48 | 7 |
Avg Bars in Losers | 61 | 119 | 8 | 61 | 119 | 8 |
Bars Traded | 2506 | 2258 | 248 | 2506 | 2258 | 248 |
Profit Streak | 76.5468 | 76.5468 | 85.8801 | 76.5468 | 76.5468 | 85.8801 |
Trades During Streak | 4 | 2 | 3 | 4 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -135764 | 239946 | -291866 | -132533 | 335359 | -78804 |
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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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