Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 83678.709 | 70641.2013 | 13037.5077 | 107983.9127 | 95659.8848 | 12324.0279 |
Total P&L (%) | 83.6787 | 70.6412 | 13.0375 | 107.9839 | 95.6599 | 12.324 |
Avg Daily Profit (%) | 0.9639 | 0.8137 | 0.1502 | 0.8471 | 0.7762 | 0.134 |
Buy And Hold Return (%) | 34.1561 | 34.1561 | 34.1561 | 34.1561 | 34.1561 | 34.1561 |
Max Trade Drawdown | -15022 | -9726 | -13747 | -16886 | -11274 | -15523 |
Profit Factor | 2.3165 | 5.0465 | 1.2828 | 2.4943 | 5.8492 | 1.2346 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 30 | 18 | 12 | 30 | 18 | 12 |
Losing Trades | 38 | 16 | 22 | 38 | 16 | 22 |
Profitability (%) | 44.1176 | 52.9412 | 35.2941 | 44.1176 | 52.9412 | 35.2941 |
Ratio Avg Win / Avg Loss | 2.9342 | 4.4858 | 2.3518 | 3.1594 | 5.1993 | 2.2634 |
Largest Winning Trade | 38533 | 38533 | 7458 | 49625 | 49625 | 8068 |
Largest Losing Trade | -5907 | -3225 | -5907 | -7049 | -3564 | -7049 |
Avg Bars in Trades | 346 | 357 | 334 | 346 | 357 | 334 |
Avg Bars in Winners | 539 | 495 | 604 | 539 | 495 | 604 |
Avg Bars in Losers | 193 | 202 | 187 | 193 | 202 | 187 |
Bars Traded | 23547 | 12171 | 11376 | 23547 | 12171 | 11376 |
Profit Streak | 4.5838 | 11.1949 | 0 | 4.5838 | 11.1949 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -104273 | 501963 | -165175 | -103109 | 628652 | -186851 |
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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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