Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 165399.1218 | 110319.84 | 55079.2817 | 292090.423 | 210964.5677 | 81125.8553 |
Total P&L (%) | 165.3991 | 110.3198 | 55.0793 | 292.0904 | 210.9646 | 81.1259 |
Avg Daily Profit (%) | 0.6351 | 0.4236 | 0.2115 | 0.526 | 0.4366 | 0.2284 |
Buy And Hold Return (%) | 26.4414 | 26.4414 | 26.4414 | 26.4414 | 26.4414 | 26.4414 |
Max Trade Drawdown | -42056 | -24289 | -41572 | -125883 | -41580 | -151198 |
Profit Factor | 2.1279 | 3.1767 | 1.5739 | 1.7867 | 2.78 | 1.3209 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 44 | 22 | 22 | 44 | 22 | 22 |
Losing Trades | 16 | 8 | 8 | 16 | 8 | 8 |
Profitability (%) | 73.3333 | 73.3333 | 73.3333 | 73.3333 | 73.3333 | 73.3333 |
Ratio Avg Win / Avg Loss | 0.7738 | 1.1552 | 0.5723 | 0.6497 | 1.0109 | 0.4803 |
Largest Winning Trade | 26317 | 26317 | 15856 | 34426 | 34426 | 28041 |
Largest Losing Trade | -26534 | -18668 | -26534 | -99876 | -39092 | -99876 |
Avg Bars in Trades | 407 | 395 | 419 | 407 | 395 | 419 |
Avg Bars in Winners | 264 | 301 | 226 | 264 | 301 | 226 |
Avg Bars in Losers | 801 | 653 | 950 | 801 | 653 | 950 |
Bars Traded | 24446 | 11857 | 12589 | 24446 | 11857 | 12589 |
Profit Streak | 9.9713 | 9.9713 | 24.1692 | 9.9713 | 9.9713 | 24.1692 |
Trades During Streak | 5 | 2 | 4 | 5 | 2 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -158134 | 543910 | 164260 | -159229 | 594831 | 232026 |
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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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