Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 93945.5305 | 75886.4216 | 18059.1089 | 131068.6971 | 108649.2628 | 22419.4342 |
Total P&L (%) | 93.9455 | 75.8864 | 18.0591 | 131.0687 | 108.6493 | 22.4194 |
Avg Daily Profit (%) | 1.0822 | 0.8742 | 0.208 | 0.9695 | 0.8508 | 0.2333 |
Buy And Hold Return (%) | 46.364 | 46.364 | 46.364 | 46.364 | 46.364 | 46.364 |
Max Trade Drawdown | -20565 | -10504 | -18845 | -30330 | -18592 | -28127 |
Profit Factor | 2.0564 | 3.0504 | 1.3478 | 1.889 | 2.7509 | 1.2626 |
Total Trades | 67 | 34 | 33 | 67 | 34 | 33 |
Winning Trades | 32 | 18 | 14 | 32 | 18 | 14 |
Losing Trades | 35 | 16 | 19 | 35 | 16 | 19 |
Profitability (%) | 47.7612 | 52.9412 | 42.4242 | 47.7612 | 52.9412 | 42.4242 |
Ratio Avg Win / Avg Loss | 2.2492 | 2.7115 | 1.8292 | 2.0661 | 2.4452 | 1.7135 |
Largest Winning Trade | 18216 | 18216 | 10894 | 29555 | 29555 | 16528 |
Largest Losing Trade | -9576 | -5630 | -9576 | -15051 | -9098 | -15051 |
Avg Bars in Trades | 365 | 402 | 326 | 365 | 402 | 326 |
Avg Bars in Winners | 559 | 572 | 541 | 559 | 572 | 541 |
Avg Bars in Losers | 187 | 212 | 167 | 187 | 212 | 167 |
Bars Traded | 24460 | 13698 | 10762 | 24460 | 13698 | 10762 |
Profit Streak | 0 | 0 | 5.1939 | 0 | 0 | 5.1939 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -113905 | 278921 | -160805 | -110877 | 426979 | -161110 |
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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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