Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 160235.2834 | 110611.5047 | 49623.7787 | 251337.5376 | 193519.7423 | 57817.7953 |
Total P&L (%) | 160.2353 | 110.6115 | 49.6238 | 251.3375 | 193.5197 | 57.8178 |
Avg Daily Profit (%) | 0.6153 | 0.4247 | 0.1906 | 0.4837 | 0.4143 | 0.1754 |
Buy And Hold Return (%) | 14.2036 | 14.2036 | 14.2036 | 14.2036 | 14.2036 | 14.2036 |
Max Trade Drawdown | -36715 | -21536 | -45442 | -129928 | -29443 | -152714 |
Profit Factor | 1.9225 | 2.8837 | 1.4316 | 1.698 | 2.6258 | 1.2398 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 49 | 25 | 24 | 49 | 25 | 24 |
Losing Trades | 17 | 8 | 9 | 17 | 8 | 9 |
Profitability (%) | 74.2424 | 75.7576 | 72.7273 | 74.2424 | 75.7576 | 72.7273 |
Ratio Avg Win / Avg Loss | 0.667 | 0.9228 | 0.5368 | 0.5891 | 0.8402 | 0.4649 |
Largest Winning Trade | 29011 | 29011 | 19282 | 42911 | 42911 | 23808 |
Largest Losing Trade | -27821 | -9628 | -27821 | -99032 | -24589 | -99032 |
Avg Bars in Trades | 369 | 354 | 384 | 369 | 354 | 384 |
Avg Bars in Winners | 242 | 250 | 234 | 242 | 250 | 234 |
Avg Bars in Losers | 735 | 678 | 786 | 735 | 678 | 786 |
Bars Traded | 24399 | 11701 | 12698 | 24399 | 11701 | 12698 |
Profit Streak | 11.2093 | 11.2093 | 25.4385 | 11.2093 | 11.2093 | 25.4385 |
Trades During Streak | 5 | 2 | 4 | 5 | 2 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -113097 | 550101 | 256279 | -114656 | 528977 | 227881 |
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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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