Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 137080.5934 | 80634.6868 | 56445.9066 | 242789.6955 | 131022.3786 | 111767.3169 |
Total P&L (%) | 137.0806 | 80.6347 | 56.4459 | 242.7897 | 131.0224 | 111.7673 |
Avg Daily Profit (%) | 1.5791 | 0.9289 | 0.6502 | 1.4292 | 0.9692 | 0.8681 |
Buy And Hold Return (%) | 23.5273 | 23.5273 | 23.5273 | 23.5273 | 23.5273 | 23.5273 |
Max Trade Drawdown | -11870 | -8980 | -5370 | -17231 | -12694 | -9710 |
Profit Factor | 3.7994 | 4.8307 | 3.0219 | 4.4288 | 5.315 | 3.7634 |
Total Trades | 69 | 34 | 35 | 69 | 34 | 35 |
Winning Trades | 36 | 16 | 20 | 36 | 16 | 20 |
Losing Trades | 33 | 18 | 15 | 33 | 18 | 15 |
Profitability (%) | 52.1739 | 47.0588 | 57.1429 | 52.1739 | 47.0588 | 57.1429 |
Ratio Avg Win / Avg Loss | 3.4828 | 5.4345 | 2.2664 | 4.0597 | 5.9794 | 2.8226 |
Largest Winning Trade | 31377 | 30843 | 31377 | 81869 | 52723 | 81869 |
Largest Losing Trade | -5096 | -3135 | -5096 | -7614 | -5390 | -7614 |
Avg Bars in Trades | 357 | 337 | 377 | 357 | 337 | 377 |
Avg Bars in Winners | 531 | 536 | 528 | 531 | 536 | 528 |
Avg Bars in Losers | 167 | 160 | 175 | 167 | 160 | 175 |
Bars Traded | 24670 | 11474 | 13196 | 24670 | 11474 | 13196 |
Profit Streak | 6.5974 | 7.3439 | 6.5974 | 6.5974 | 7.3439 | 6.5974 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -86943 | 563445 | 456196 | -85829 | 631475 | 640795 |
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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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