Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 208345.1736 | 156324.6949 | 52020.4786 | 380373.3531 | 284801.2442 | 95572.1089 |
Total P&L (%) | 208.3452 | 156.3247 | 52.0205 | 380.3734 | 284.8012 | 95.5721 |
Avg Daily Profit (%) | 0.2 | 0.1501 | 0.0499 | 0.1508 | 0.1295 | 0.0644 |
Buy And Hold Return (%) | 48.2434 | 48.2434 | 48.2434 | 48.2434 | 48.2434 | 48.2434 |
Max Trade Drawdown | -40949 | -42307 | -12738 | -157292 | -152011 | -53061 |
Profit Factor | 2.3159 | 2.1876 | 2.9488 | 1.8077 | 1.7569 | 2.0101 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 42 | 19 | 23 | 42 | 19 | 23 |
Losing Trades | 22 | 13 | 9 | 22 | 13 | 9 |
Profitability (%) | 65.625 | 59.375 | 71.875 | 65.625 | 59.375 | 71.875 |
Ratio Avg Win / Avg Loss | 1.2131 | 1.4968 | 1.1539 | 0.9469 | 1.2021 | 0.7866 |
Largest Winning Trade | 49852 | 49852 | 13104 | 138915 | 138915 | 32584 |
Largest Losing Trade | -33700 | -33700 | -12552 | -96304 | -96304 | -52415 |
Avg Bars in Trades | 369 | 712 | 26 | 369 | 712 | 26 |
Avg Bars in Winners | 291 | 611 | 27 | 291 | 611 | 27 |
Avg Bars in Losers | 518 | 859 | 26 | 518 | 859 | 26 |
Bars Traded | 23651 | 22795 | 856 | 23651 | 22795 | 856 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -132493 | 307114 | -260036 | -133622 | -17527 | -109810 |
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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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