Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 88540.2702 | 66180.3773 | 22359.893 | 120704.7252 | 92479.7671 | 28224.9581 |
Total P&L (%) | 88.5403 | 66.1804 | 22.3599 | 120.7047 | 92.4798 | 28.225 |
Avg Daily Profit (%) | 1.0199 | 0.7624 | 0.2576 | 0.9161 | 0.7572 | 0.2868 |
Buy And Hold Return (%) | 27.3705 | 27.3705 | 27.3705 | 27.3705 | 27.3705 | 27.3705 |
Max Trade Drawdown | -14750 | -9857 | -12089 | -19741 | -13541 | -16480 |
Profit Factor | 2.427 | 4.0612 | 1.5531 | 2.5266 | 4.3476 | 1.5487 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 35 | 21 | 14 | 35 | 21 | 14 |
Losing Trades | 39 | 16 | 23 | 39 | 16 | 23 |
Profitability (%) | 47.2973 | 56.7568 | 37.8378 | 47.2973 | 56.7568 | 37.8378 |
Ratio Avg Win / Avg Loss | 2.7044 | 3.0943 | 2.5515 | 2.8153 | 3.3124 | 2.5442 |
Largest Winning Trade | 38752 | 38752 | 7982 | 61641 | 61641 | 10139 |
Largest Losing Trade | -4944 | -3448 | -4944 | -7026 | -4341 | -7026 |
Avg Bars in Trades | 328 | 343 | 313 | 328 | 343 | 313 |
Avg Bars in Winners | 503 | 468 | 556 | 503 | 468 | 556 |
Avg Bars in Losers | 171 | 180 | 165 | 171 | 180 | 165 |
Bars Traded | 24316 | 12721 | 11594 | 24316 | 12721 | 11594 |
Profit Streak | 6.961 | 7.7179 | 6.961 | 6.961 | 7.7179 | 6.961 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -55265 | 568130 | -160631 | -54396 | 621908 | -150974 |
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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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