Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 51733.1767 | 44641.6459 | 7091.5308 | 63436.2484 | 53754.6535 | 9681.5949 |
Total P&L (%) | 51.7332 | 44.6416 | 7.0915 | 63.4362 | 53.7547 | 9.6816 |
Avg Daily Profit (%) | 0.9933 | 0.8572 | 0.1362 | 0.9477 | 0.8294 | 0.1776 |
Buy And Hold Return (%) | 20.4928 | 20.4928 | 20.4928 | 20.4928 | 20.4928 | 20.4928 |
Max Trade Drawdown | -12512 | -13432 | -4203 | -15490 | -16868 | -5183 |
Profit Factor | 2.1954 | 2.4161 | 1.6035 | 2.1505 | 2.3173 | 1.6756 |
Total Trades | 75 | 37 | 38 | 75 | 37 | 38 |
Winning Trades | 55 | 26 | 29 | 55 | 26 | 29 |
Losing Trades | 20 | 11 | 9 | 20 | 11 | 9 |
Profitability (%) | 73.3333 | 70.2703 | 76.3158 | 73.3333 | 70.2703 | 76.3158 |
Ratio Avg Win / Avg Loss | 0.7983 | 1.0222 | 0.4976 | 0.782 | 0.9804 | 0.52 |
Largest Winning Trade | 9750 | 9750 | 2322 | 10657 | 10657 | 3892 |
Largest Losing Trade | -8253 | -8253 | -4203 | -10501 | -10501 | -5183 |
Avg Bars in Trades | 291 | 554 | 36 | 291 | 554 | 36 |
Avg Bars in Winners | 174 | 343 | 23 | 174 | 343 | 23 |
Avg Bars in Losers | 613 | 1052 | 77 | 613 | 1052 | 77 |
Bars Traded | 21881 | 20513 | 1368 | 21881 | 20513 | 1368 |
Profit Streak | 6.3994 | 0 | 10.8348 | 6.3994 | 0 | 10.8348 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -48557 | 402040 | -173753 | -48176 | 415427 | -155211 |
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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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