Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 90260.5854 | 62408.1918 | 27852.3936 | 113918.6476 | 82515.432 | 31403.2156 |
Total P&L (%) | 90.2606 | 62.4082 | 27.8524 | 113.9186 | 82.5154 | 31.4032 |
Avg Daily Profit (%) | 0.705 | 0.4875 | 0.2175 | 0.5957 | 0.471 | 0.2135 |
Buy And Hold Return (%) | 10.6263 | 10.6263 | 10.6263 | 10.6263 | 10.6263 | 10.6263 |
Max Trade Drawdown | -31554 | -18754 | -20597 | -62126 | -36549 | -40181 |
Profit Factor | 1.9855 | 2.363 | 1.6081 | 1.7606 | 2.0724 | 1.4312 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 32 | 15 | 17 | 32 | 15 | 17 |
Losing Trades | 36 | 19 | 17 | 36 | 19 | 17 |
Profitability (%) | 47.0588 | 44.1176 | 50 | 47.0588 | 44.1176 | 50 |
Ratio Avg Win / Avg Loss | 2.2337 | 2.9931 | 1.6081 | 1.9807 | 2.625 | 1.4312 |
Largest Winning Trade | 33888 | 33888 | 12041 | 46045 | 46045 | 18750 |
Largest Losing Trade | -10773 | -5783 | -10773 | -19645 | -11564 | -19645 |
Avg Bars in Trades | 176 | 188 | 165 | 176 | 188 | 165 |
Avg Bars in Winners | 243 | 278 | 212 | 243 | 278 | 212 |
Avg Bars in Losers | 117 | 116 | 118 | 117 | 116 | 118 |
Bars Traded | 12025 | 6392 | 5633 | 12025 | 6392 | 5633 |
Profit Streak | 0 | 0 | 15.6673 | 0 | 0 | 15.6673 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -101027 | 349441 | 237768 | -102395 | 351253 | 169521 |
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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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