Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 107213.4138 | 84281.8013 | 22931.6124 | 157191.3261 | 117022.8853 | 40168.4408 |
Total P&L (%) | 107.2134 | 84.2818 | 22.9316 | 157.1913 | 117.0229 | 40.1684 |
Avg Daily Profit (%) | 1.235 | 0.9709 | 0.2642 | 1.0941 | 0.8966 | 0.3897 |
Buy And Hold Return (%) | 46.5076 | 46.5076 | 46.5076 | 46.5076 | 46.5076 | 46.5076 |
Max Trade Drawdown | -20311 | -11521 | -11822 | -42384 | -24275 | -24642 |
Profit Factor | 2.5228 | 3.6067 | 1.6023 | 2.1248 | 2.7853 | 1.5414 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 34 | 19 | 15 | 34 | 19 | 15 |
Losing Trades | 38 | 17 | 21 | 38 | 17 | 21 |
Profitability (%) | 47.2222 | 52.7778 | 41.6667 | 47.2222 | 52.7778 | 41.6667 |
Ratio Avg Win / Avg Loss | 2.8196 | 3.2271 | 2.2432 | 2.3748 | 2.4921 | 2.1579 |
Largest Winning Trade | 36641 | 36641 | 9804 | 44379 | 44379 | 20060 |
Largest Losing Trade | -8140 | -4361 | -8140 | -16482 | -9487 | -16482 |
Avg Bars in Trades | 332 | 376 | 287 | 332 | 376 | 287 |
Avg Bars in Winners | 524 | 561 | 479 | 524 | 561 | 479 |
Avg Bars in Losers | 159 | 169 | 151 | 159 | 169 | 151 |
Bars Traded | 23915 | 13549 | 10366 | 23915 | 13549 | 10366 |
Profit Streak | 0 | 0 | 5.687 | 0 | 0 | 5.687 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -73722 | 367889 | -159062 | -72532 | 468681 | -158351 |
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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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