Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 88051.7236 | 82144.8762 | 5906.8474 | 116790.4704 | 112083.1408 | 4707.3296 |
Total P&L (%) | 88.0517 | 82.1449 | 5.9068 | 116.7905 | 112.0831 | 4.7073 |
Avg Daily Profit (%) | 1.0143 | 0.9463 | 0.068 | 0.8953 | 0.8698 | 0.053 |
Buy And Hold Return (%) | 69.894 | 69.894 | 69.894 | 69.894 | 69.894 | 69.894 |
Max Trade Drawdown | -19064 | -14467 | -11379 | -30829 | -22950 | -16382 |
Profit Factor | 2.2039 | 3.3883 | 1.1525 | 2.0341 | 3.1114 | 1.0786 |
Total Trades | 71 | 36 | 35 | 71 | 36 | 35 |
Winning Trades | 30 | 18 | 12 | 30 | 18 | 12 |
Losing Trades | 41 | 18 | 23 | 41 | 18 | 23 |
Profitability (%) | 42.2535 | 50 | 34.2857 | 42.2535 | 50 | 34.2857 |
Ratio Avg Win / Avg Loss | 3.0121 | 3.3883 | 2.2089 | 2.78 | 3.1114 | 2.0674 |
Largest Winning Trade | 26836 | 26836 | 13211 | 35115 | 35115 | 20123 |
Largest Losing Trade | -4769 | -4530 | -4769 | -7514 | -7292 | -7514 |
Avg Bars in Trades | 336 | 415 | 254 | 336 | 415 | 254 |
Avg Bars in Winners | 552 | 627 | 440 | 552 | 627 | 440 |
Avg Bars in Losers | 177 | 203 | 157 | 177 | 203 | 157 |
Bars Traded | 23872 | 14960 | 8912 | 23872 | 14960 | 8912 |
Profit Streak | 4.2489 | 8.1065 | 0 | 4.2489 | 8.1065 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -163772 | -92432 | -327352 | -88609 | 302569 | -428884 |
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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) |
---|