Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 81951.7558 | 69037.2925 | 12914.4633 | 106382.4915 | 93739.4417 | 12643.0498 |
Total P&L (%) | 81.9518 | 69.0373 | 12.9145 | 106.3825 | 93.7394 | 12.6431 |
Avg Daily Profit (%) | 0.944 | 0.7953 | 0.1488 | 0.8381 | 0.7647 | 0.1372 |
Buy And Hold Return (%) | 14.733 | 14.733 | 14.733 | 14.733 | 14.733 | 14.733 |
Max Trade Drawdown | -16489 | -11627 | -8124 | -19255 | -13659 | -8262 |
Profit Factor | 2.2845 | 3.4935 | 1.3576 | 2.4045 | 3.8098 | 1.2983 |
Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Winning Trades | 34 | 17 | 17 | 34 | 17 | 17 |
Losing Trades | 48 | 24 | 24 | 48 | 24 | 24 |
Profitability (%) | 41.4634 | 41.4634 | 41.4634 | 41.4634 | 41.4634 | 41.4634 |
Ratio Avg Win / Avg Loss | 3.2251 | 4.932 | 1.9166 | 3.3946 | 5.3786 | 1.8329 |
Largest Winning Trade | 31383 | 31383 | 8851 | 42839 | 42839 | 8588 |
Largest Losing Trade | -4627 | -3859 | -4627 | -6030 | -6030 | -5739 |
Avg Bars in Trades | 287 | 282 | 292 | 287 | 282 | 292 |
Avg Bars in Winners | 472 | 490 | 454 | 472 | 490 | 454 |
Avg Bars in Losers | 156 | 135 | 177 | 156 | 135 | 177 |
Bars Traded | 23582 | 11588 | 11994 | 23582 | 11588 | 11994 |
Profit Streak | 5.0303 | 5.763 | 0 | 5.0303 | 5.763 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 115768 | 486983 | -163634 | 145301 | 518974 | -179647 |
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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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