Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 106042.6715 | 76819.8025 | 29222.869 | 154590.645 | 110313.5944 | 44277.0506 |
Total P&L (%) | 106.0427 | 76.8198 | 29.2229 | 154.5906 | 110.3136 | 44.2771 |
Avg Daily Profit (%) | 1.2215 | 0.8849 | 0.3366 | 1.0823 | 0.8601 | 0.4232 |
Buy And Hold Return (%) | 51.657 | 51.657 | 51.657 | 51.657 | 51.657 | 51.657 |
Max Trade Drawdown | -14049 | -12720 | -8314 | -20819 | -14791 | -9092 |
Profit Factor | 2.4903 | 3.1479 | 1.8257 | 2.7472 | 3.4249 | 2.03 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 33 | 17 | 16 | 33 | 17 | 16 |
Losing Trades | 41 | 20 | 21 | 41 | 20 | 21 |
Profitability (%) | 44.5946 | 45.9459 | 43.2432 | 44.5946 | 45.9459 | 43.2432 |
Ratio Avg Win / Avg Loss | 3.094 | 3.7034 | 2.3963 | 3.4132 | 4.0293 | 2.6644 |
Largest Winning Trade | 37527 | 37527 | 11359 | 56250 | 56250 | 26021 |
Largest Losing Trade | -5883 | -5883 | -4411 | -11726 | -11726 | -6827 |
Avg Bars in Trades | 323 | 345 | 300 | 323 | 345 | 300 |
Avg Bars in Winners | 530 | 559 | 500 | 530 | 559 | 500 |
Avg Bars in Losers | 155 | 164 | 147 | 155 | 164 | 147 |
Bars Traded | 23904 | 12795 | 11108 | 23904 | 12795 | 11108 |
Profit Streak | 0 | 0 | 4.0766 | 0 | 0 | 4.0766 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -61501 | 39213 | -157964 | -57707 | 354535 | -157108 |
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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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