Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 155525.3007 | 104873.3965 | 50651.9042 | 212722.8911 | 201404.8969 | 11317.9942 |
Total P&L (%) | 155.5253 | 104.8734 | 50.6519 | 212.7229 | 201.4049 | 11.318 |
Avg Daily Profit (%) | 0.5972 | 0.4027 | 0.1945 | 0.4388 | 0.4246 | 0.0412 |
Buy And Hold Return (%) | 29.0082 | 29.0082 | 29.0082 | 29.0082 | 29.0082 | 29.0082 |
Max Trade Drawdown | -43908 | -15622 | -40908 | -185443 | -63514 | -184330 |
Profit Factor | 2.0347 | 2.4674 | 1.6425 | 1.3687 | 1.8174 | 1.0342 |
Total Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Winning Trades | 27 | 14 | 13 | 27 | 14 | 13 |
Losing Trades | 36 | 17 | 19 | 36 | 17 | 19 |
Profitability (%) | 42.8571 | 45.1613 | 40.625 | 42.8571 | 45.1613 | 40.625 |
Ratio Avg Win / Avg Loss | 2.713 | 2.9961 | 2.4006 | 1.8249 | 2.2068 | 1.5116 |
Largest Winning Trade | 61322 | 61322 | 31160 | 139446 | 139446 | 108816 |
Largest Losing Trade | -10236 | -10236 | -7516 | -35890 | -35890 | -33981 |
Avg Bars in Trades | 390 | 355 | 425 | 390 | 355 | 425 |
Avg Bars in Winners | 690 | 612 | 774 | 690 | 612 | 774 |
Avg Bars in Losers | 165 | 143 | 186 | 165 | 143 | 186 |
Bars Traded | 24619 | 11006 | 13613 | 24619 | 11006 | 13613 |
Profit Streak | 7.9178 | 0 | 8.7824 | 7.9178 | 0 | 8.7824 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -140984 | 294283 | -2301 | -143498 | 346786 | -489834 |
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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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