Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 55608.3544 | 36405.7282 | 19202.6262 | 68366.8695 | 41209.6321 | 27157.2374 |
Total P&L (%) | 55.6084 | 36.4057 | 19.2026 | 68.3669 | 41.2096 | 27.1572 |
Avg Daily Profit (%) | 0.6406 | 0.4194 | 0.2212 | 0.6019 | 0.3983 | 0.2771 |
Buy And Hold Return (%) | 14.6625 | 14.6625 | 14.6625 | 14.6625 | 14.6625 | 14.6625 |
Max Trade Drawdown | -10183 | -7007 | -10453 | -15529 | -10817 | -15725 |
Profit Factor | 1.9597 | 2.8117 | 1.5073 | 1.8459 | 2.4243 | 1.5234 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 29 | 17 | 12 | 29 | 17 | 12 |
Losing Trades | 41 | 18 | 23 | 41 | 18 | 23 |
Profitability (%) | 41.4286 | 48.5714 | 34.2857 | 41.4286 | 48.5714 | 34.2857 |
Ratio Avg Win / Avg Loss | 2.7706 | 2.9771 | 2.889 | 2.6097 | 2.5669 | 2.9198 |
Largest Winning Trade | 8892 | 8892 | 7818 | 11095 | 9777 | 11095 |
Largest Losing Trade | -3770 | -2938 | -3770 | -5751 | -3967 | -5751 |
Avg Bars in Trades | 351 | 368 | 334 | 351 | 368 | 334 |
Avg Bars in Winners | 575 | 547 | 615 | 575 | 547 | 615 |
Avg Bars in Losers | 193 | 199 | 188 | 193 | 199 | 188 |
Bars Traded | 24596 | 12885 | 11711 | 24596 | 12885 | 11711 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -91077 | 322534 | -66969 | -91131 | 303169 | -5101 |
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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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