Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 88474.9233 | 73939.6026 | 14535.3207 | 120058.6788 | 99694.4995 | 20364.1793 |
Total P&L (%) | 88.4749 | 73.9396 | 14.5353 | 120.0587 | 99.6945 | 20.3642 |
Avg Daily Profit (%) | 1.0192 | 0.8517 | 0.1674 | 0.9127 | 0.7999 | 0.2137 |
Buy And Hold Return (%) | 46.4089 | 46.4089 | 46.4089 | 46.4089 | 46.4089 | 46.4089 |
Max Trade Drawdown | -24641 | -12290 | -14487 | -45389 | -22750 | -26340 |
Profit Factor | 2.2337 | 3.4096 | 1.3543 | 1.9344 | 2.7927 | 1.2794 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 30 | 16 | 14 | 30 | 16 | 14 |
Losing Trades | 32 | 15 | 17 | 32 | 15 | 17 |
Profitability (%) | 48.3871 | 51.6129 | 45.1613 | 48.3871 | 51.6129 | 45.1613 |
Ratio Avg Win / Avg Loss | 2.3826 | 3.1965 | 1.6445 | 2.0633 | 2.6182 | 1.5536 |
Largest Winning Trade | 21068 | 21068 | 9513 | 33252 | 33252 | 16956 |
Largest Losing Trade | -7288 | -5513 | -7288 | -12245 | -10709 | -12245 |
Avg Bars in Trades | 385 | 433 | 337 | 385 | 433 | 337 |
Avg Bars in Winners | 597 | 648 | 539 | 597 | 648 | 539 |
Avg Bars in Losers | 186 | 204 | 170 | 186 | 204 | 170 |
Bars Traded | 23899 | 13440 | 10459 | 23899 | 13440 | 10459 |
Profit Streak | 0 | 0 | 6.3913 | 0 | 0 | 6.3913 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -151395 | 285714 | -160085 | -148031 | 374394 | -160146 |
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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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