Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 146818.2537 | 99477.8328 | 47340.4209 | 196459.4374 | 89523.5804 | 106935.8569 |
Total P&L (%) | 146.8183 | 99.4778 | 47.3404 | 196.4594 | 89.5236 | 106.9359 |
Avg Daily Profit (%) | 2.8191 | 1.9101 | 0.909 | 2.1086 | 1.2352 | 1.4062 |
Buy And Hold Return (%) | 30.4064 | 30.4064 | 30.4064 | 30.4064 | 30.4064 | 30.4064 |
Max Trade Drawdown | -26424 | -14866 | -11558 | -51723 | -38258 | -23507 |
Profit Factor | 2.9349 | 3.5415 | 2.2887 | 2.1934 | 2.0508 | 2.3463 |
Total Trades | 69 | 34 | 35 | 69 | 34 | 35 |
Winning Trades | 32 | 12 | 20 | 32 | 12 | 20 |
Losing Trades | 37 | 22 | 15 | 37 | 22 | 15 |
Profitability (%) | 46.3768 | 35.2941 | 57.1429 | 46.3768 | 35.2941 | 57.1429 |
Ratio Avg Win / Avg Loss | 3.3935 | 6.4928 | 1.7165 | 2.5361 | 3.7598 | 1.7597 |
Largest Winning Trade | 99366 | 99366 | 15597 | 93764 | 93764 | 32499 |
Largest Losing Trade | -11558 | -10395 | -11558 | -23507 | -18698 | -23507 |
Avg Bars in Trades | 347 | 267 | 425 | 347 | 267 | 425 |
Avg Bars in Winners | 518 | 380 | 600 | 518 | 380 | 600 |
Avg Bars in Losers | 200 | 206 | 192 | 200 | 206 | 192 |
Bars Traded | 23998 | 9101 | 14897 | 23998 | 9101 | 14897 |
Profit Streak | 7.4825 | 0 | 14.5471 | 7.4825 | 0 | 14.5471 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -90443 | 351920 | 277556 | -91364 | 218577 | 555975 |
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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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