Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 105101.8541 | 78225.7853 | 26876.0688 | 122260.5674 | 119637.7308 | 2622.8367 |
Total P&L (%) | 105.1019 | 78.2258 | 26.8761 | 122.2606 | 119.6377 | 2.6228 |
Avg Daily Profit (%) | 0.4036 | 0.3004 | 0.1032 | 0.3072 | 0.3026 | 0.0099 |
Buy And Hold Return (%) | 20.7042 | 20.7042 | 20.7042 | 20.7042 | 20.7042 | 20.7042 |
Max Trade Drawdown | -38384 | -32599 | -32047 | -118125 | -37744 | -101368 |
Profit Factor | 1.5114 | 1.9869 | 1.2129 | 1.3433 | 2.0103 | 1.011 |
Total Trades | 113 | 56 | 57 | 113 | 56 | 57 |
Winning Trades | 78 | 40 | 38 | 78 | 40 | 38 |
Losing Trades | 35 | 16 | 19 | 35 | 16 | 19 |
Profitability (%) | 69.0265 | 71.4286 | 66.6667 | 69.0265 | 71.4286 | 66.6667 |
Ratio Avg Win / Avg Loss | 0.6782 | 0.7947 | 0.6064 | 0.6028 | 0.8041 | 0.5055 |
Largest Winning Trade | 12538 | 11711 | 12538 | 22002 | 15142 | 22002 |
Largest Losing Trade | -32047 | -18443 | -32047 | -101368 | -30562 | -101368 |
Avg Bars in Trades | 211 | 211 | 211 | 211 | 211 | 211 |
Avg Bars in Winners | 116 | 112 | 120 | 116 | 112 | 120 |
Avg Bars in Losers | 423 | 459 | 393 | 423 | 459 | 393 |
Bars Traded | 23897 | 11837 | 12060 | 23897 | 11837 | 12060 |
Profit Streak | 7.2696 | 9.6029 | 7.2696 | 7.2696 | 9.6029 | 7.2696 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 371018 | -170951 | -308962 | 324262 | -169281 | -733992 |
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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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