Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 81615.7792 | 59013.8174 | 22601.9618 | 106684.7316 | 70927.4854 | 35757.2462 |
Total P&L (%) | 81.6158 | 59.0138 | 22.602 | 106.6847 | 70.9275 | 35.7572 |
Avg Daily Profit (%) | 0.9402 | 0.6798 | 0.2604 | 0.8398 | 0.6194 | 0.3528 |
Buy And Hold Return (%) | 28.5882 | 28.5882 | 28.5882 | 28.5882 | 28.5882 | 28.5882 |
Max Trade Drawdown | -18670 | -12508 | -12052 | -33655 | -22465 | -21388 |
Profit Factor | 1.9808 | 2.4438 | 1.5339 | 1.8162 | 2.0738 | 1.5531 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 30 | 16 | 14 | 30 | 16 | 14 |
Losing Trades | 34 | 16 | 18 | 34 | 16 | 18 |
Profitability (%) | 46.875 | 50 | 43.75 | 46.875 | 50 | 43.75 |
Ratio Avg Win / Avg Loss | 2.2449 | 2.4438 | 1.9721 | 2.0584 | 2.0738 | 1.9968 |
Largest Winning Trade | 19943 | 19943 | 10821 | 27233 | 27233 | 20182 |
Largest Losing Trade | -9277 | -5895 | -9277 | -16118 | -10884 | -16118 |
Avg Bars in Trades | 374 | 432 | 316 | 374 | 432 | 316 |
Avg Bars in Winners | 569 | 634 | 494 | 569 | 634 | 494 |
Avg Bars in Losers | 202 | 230 | 178 | 202 | 230 | 178 |
Bars Traded | 23979 | 13842 | 10137 | 23979 | 13842 | 10137 |
Profit Streak | 4.7838 | 0 | 8.6171 | 4.7838 | 0 | 8.6171 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -132753 | 285810 | -158304 | -132379 | 341546 | -79379 |
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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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