Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 86667.8244 | 72211.9007 | 14455.9237 | 113199.6367 | 103154.49 | 10045.1467 |
Total P&L (%) | 86.6678 | 72.2119 | 14.4559 | 113.1996 | 103.1545 | 10.0451 |
Avg Daily Profit (%) | 0.9984 | 0.8318 | 0.1665 | 0.8759 | 0.8198 | 0.1103 |
Buy And Hold Return (%) | 50.4062 | 50.4062 | 50.4062 | 50.4062 | 50.4062 | 50.4062 |
Max Trade Drawdown | -17917 | -7705 | -11120 | -36423 | -13928 | -22494 |
Profit Factor | 2.1848 | 3.6404 | 1.3156 | 2.0553 | 3.5178 | 1.1515 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 28 | 16 | 12 | 28 | 16 | 12 |
Losing Trades | 42 | 19 | 23 | 42 | 19 | 23 |
Profitability (%) | 40 | 45.7143 | 34.2857 | 40 | 45.7143 | 34.2857 |
Ratio Avg Win / Avg Loss | 3.2771 | 4.323 | 2.5216 | 3.0829 | 4.1774 | 2.2071 |
Largest Winning Trade | 35780 | 35780 | 7689 | 56874 | 56874 | 10645 |
Largest Losing Trade | -6797 | -6797 | -6060 | -13928 | -13928 | -11573 |
Avg Bars in Trades | 336 | 340 | 332 | 336 | 340 | 332 |
Avg Bars in Winners | 577 | 532 | 637 | 577 | 532 | 637 |
Avg Bars in Losers | 175 | 178 | 173 | 175 | 178 | 173 |
Bars Traded | 23543 | 11903 | 11640 | 23543 | 11903 | 11640 |
Profit Streak | 3.8497 | 4.6448 | 0 | 3.8497 | 4.6448 | 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 | -96653 | -14856 | -165219 | -93500 | 347590 | -272301 |
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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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