Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 150445.821 | 108102.4068 | 42343.4142 | 251331.3118 | 147719.5074 | 103611.8044 |
Total P&L (%) | 150.4458 | 108.1024 | 42.3434 | 251.3313 | 147.7195 | 103.6118 |
Avg Daily Profit (%) | 1.733 | 1.2453 | 0.4878 | 1.458 | 1.0504 | 0.8224 |
Buy And Hold Return (%) | 52.1131 | 52.1131 | 52.1131 | 52.1131 | 52.1131 | 52.1131 |
Max Trade Drawdown | -24615 | -14793 | -10442 | -84643 | -52165 | -34556 |
Profit Factor | 2.9543 | 3.514 | 2.2461 | 2.2131 | 2.2132 | 2.213 |
Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Winning Trades | 29 | 15 | 14 | 29 | 15 | 14 |
Losing Trades | 34 | 17 | 17 | 34 | 17 | 17 |
Profitability (%) | 46.0317 | 46.875 | 45.1613 | 46.0317 | 46.875 | 45.1613 |
Ratio Avg Win / Avg Loss | 3.4637 | 3.9825 | 2.7274 | 2.5947 | 2.5083 | 2.6872 |
Largest Winning Trade | 66912 | 66912 | 12171 | 112154 | 112154 | 41405 |
Largest Losing Trade | -5729 | -5729 | -4246 | -14023 | -14023 | -13009 |
Avg Bars in Trades | 382 | 387 | 376 | 382 | 387 | 376 |
Avg Bars in Winners | 611 | 634 | 587 | 611 | 634 | 587 |
Avg Bars in Losers | 186 | 169 | 202 | 186 | 169 | 202 |
Bars Traded | 24067 | 12403 | 11664 | 24067 | 12403 | 11664 |
Profit Streak | 0 | 0 | 9.8137 | 0 | 0 | 9.8137 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -138500 | 369135 | -153907 | -138448 | 386133 | 260990 |
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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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