Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 131368.4231 | 91830.4928 | 39537.9303 | 169724.1752 | 105506.0584 | 64218.1168 |
Total P&L (%) | 131.3684 | 91.8305 | 39.5379 | 169.7242 | 105.5061 | 64.2181 |
Avg Daily Profit (%) | 0.5044 | 0.3526 | 0.1518 | 0.3817 | 0.277 | 0.1907 |
Buy And Hold Return (%) | 16.9349 | 16.9349 | 16.9349 | 16.9349 | 16.9349 | 16.9349 |
Max Trade Drawdown | -60537 | -40213 | -24369 | -55305 | -36631 | -20972 |
Profit Factor | 1.8171 | 1.9738 | 1.5948 | 1.9426 | 1.9231 | 1.9764 |
Total Trades | 67 | 33 | 34 | 67 | 33 | 34 |
Winning Trades | 48 | 24 | 24 | 48 | 24 | 24 |
Losing Trades | 19 | 9 | 10 | 19 | 9 | 10 |
Profitability (%) | 71.6418 | 72.7273 | 70.5882 | 71.6418 | 72.7273 | 70.5882 |
Ratio Avg Win / Avg Loss | 0.7193 | 0.7402 | 0.6645 | 0.7689 | 0.7212 | 0.8235 |
Largest Winning Trade | 20162 | 20162 | 9043 | 32989 | 32989 | 18144 |
Largest Losing Trade | -38662 | -38662 | -24369 | -35764 | -35764 | -14974 |
Avg Bars in Trades | 349 | 565 | 139 | 349 | 565 | 139 |
Avg Bars in Winners | 292 | 443 | 142 | 292 | 443 | 142 |
Avg Bars in Losers | 491 | 889 | 133 | 491 | 889 | 133 |
Bars Traded | 23405 | 18657 | 4748 | 23405 | 18657 | 4748 |
Profit Streak | 17.1109 | 17.1109 | 35.3609 | 17.1109 | 17.1109 | 35.3609 |
Trades During Streak | 5 | 2 | 4 | 5 | 2 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -107113 | 411810 | 199086 | -107920 | 404395 | 319350 |
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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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