Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 89752.6727 | 62438.1569 | 27314.5158 | 123406.9491 | 85903.3142 | 37503.6349 |
Total P&L (%) | 89.7527 | 62.4382 | 27.3145 | 123.4069 | 85.9033 | 37.5036 |
Avg Daily Profit (%) | 1.0339 | 0.7193 | 0.3146 | 0.9303 | 0.7168 | 0.3675 |
Buy And Hold Return (%) | 23.1634 | 23.1634 | 23.1634 | 23.1634 | 23.1634 | 23.1634 |
Max Trade Drawdown | -22904 | -7898 | -18407 | -53075 | -17839 | -42837 |
Profit Factor | 1.9028 | 2.8462 | 1.4164 | 1.6155 | 2.2245 | 1.2877 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 41 | 23 | 18 | 41 | 23 | 18 |
Losing Trades | 31 | 13 | 18 | 31 | 13 | 18 |
Profitability (%) | 56.9444 | 63.8889 | 50 | 56.9444 | 63.8889 | 50 |
Ratio Avg Win / Avg Loss | 1.4387 | 1.6087 | 1.4164 | 1.2215 | 1.2573 | 1.2877 |
Largest Winning Trade | 12558 | 12456 | 12558 | 24926 | 22883 | 24926 |
Largest Losing Trade | -10142 | -5550 | -10142 | -21052 | -11957 | -21052 |
Avg Bars in Trades | 331 | 336 | 326 | 331 | 336 | 326 |
Avg Bars in Winners | 401 | 416 | 381 | 401 | 416 | 381 |
Avg Bars in Losers | 239 | 194 | 272 | 239 | 194 | 272 |
Bars Traded | 23883 | 12117 | 11766 | 23883 | 12117 | 11766 |
Profit Streak | 6.8138 | 0 | 10.3381 | 6.8138 | 0 | 10.3381 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -70739 | 502644 | -101476 | -70165 | 451123 | -1215 |
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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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