Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 67770.2102 | 59633.6146 | 8136.5956 | 91455.0641 | 82235.8177 | 9219.2463 |
Total P&L (%) | 67.7702 | 59.6336 | 8.1366 | 91.4551 | 82.2358 | 9.2192 |
Avg Daily Profit (%) | 1.3013 | 1.145 | 0.1562 | 1.2549 | 1.159 | 0.1695 |
Buy And Hold Return (%) | 44.1048 | 44.1048 | 44.1048 | 44.1048 | 44.1048 | 44.1048 |
Max Trade Drawdown | -9236 | -8788 | -4636 | -12186 | -11671 | -8823 |
Profit Factor | 2.4646 | 3.2173 | 1.4199 | 2.4204 | 3.2697 | 1.3274 |
Total Trades | 103 | 51 | 52 | 103 | 51 | 52 |
Winning Trades | 70 | 36 | 34 | 70 | 36 | 34 |
Losing Trades | 33 | 15 | 18 | 33 | 15 | 18 |
Profitability (%) | 67.9612 | 70.5882 | 65.3846 | 67.9612 | 70.5882 | 65.3846 |
Ratio Avg Win / Avg Loss | 1.1619 | 1.3406 | 0.7517 | 1.141 | 1.3624 | 0.7028 |
Largest Winning Trade | 8264 | 8264 | 2324 | 12391 | 12391 | 3932 |
Largest Losing Trade | -8788 | -8788 | -2370 | -11671 | -11671 | -4461 |
Avg Bars in Trades | 217 | 374 | 64 | 217 | 374 | 64 |
Avg Bars in Winners | 182 | 299 | 57 | 182 | 299 | 57 |
Avg Bars in Losers | 294 | 552 | 78 | 294 | 552 | 78 |
Bars Traded | 22452 | 19081 | 3371 | 22452 | 19081 | 3371 |
Profit Streak | 2.842 | 5.5566 | 2.842 | 2.842 | 5.5566 | 2.842 |
Trades During Streak | 2 | 4 | 1 | 2 | 4 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 244314 | -215937 | -340239 | 368675 | -167376 | -340691 |
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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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