Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 113180.0577 | 76777.7229 | 36402.3348 | 176455.6281 | 107718.5909 | 68737.0372 |
Total P&L (%) | 113.1801 | 76.7777 | 36.4023 | 176.4556 | 107.7186 | 68.737 |
Avg Daily Profit (%) | 1.3038 | 0.8844 | 0.4193 | 1.1783 | 0.8456 | 0.6045 |
Buy And Hold Return (%) | 29.2317 | 29.2317 | 29.2317 | 29.2317 | 29.2317 | 29.2317 |
Max Trade Drawdown | -22808 | -12328 | -14710 | -32424 | -18907 | -25312 |
Profit Factor | 2.2196 | 2.9173 | 1.69 | 1.9707 | 2.3593 | 1.6704 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 39 | 20 | 19 | 39 | 20 | 19 |
Losing Trades | 41 | 20 | 21 | 41 | 20 | 21 |
Profitability (%) | 48.75 | 50 | 47.5 | 48.75 | 50 | 47.5 |
Ratio Avg Win / Avg Loss | 2.3334 | 2.9173 | 1.8679 | 2.0718 | 2.3593 | 1.8462 |
Largest Winning Trade | 23216 | 23216 | 10625 | 29641 | 29641 | 26246 |
Largest Losing Trade | -9216 | -4090 | -9216 | -22232 | -8716 | -22232 |
Avg Bars in Trades | 299 | 318 | 281 | 299 | 318 | 281 |
Avg Bars in Winners | 471 | 490 | 450 | 471 | 490 | 450 |
Avg Bars in Losers | 137 | 145 | 129 | 137 | 145 | 129 |
Bars Traded | 23999 | 12727 | 11272 | 23999 | 12727 | 11272 |
Profit Streak | 5.4795 | 0 | 9.1183 | 5.4795 | 0 | 9.1183 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -10428 | 479131 | -78539 | -9324 | 463026 | 285115 |
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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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