Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 163705.7683 | 114016.0765 | 49689.6918 | 277305.448 | 142659.5025 | 134645.9455 |
Total P&L (%) | 163.7058 | 114.0161 | 49.6897 | 277.3054 | 142.6595 | 134.6459 |
Avg Daily Profit (%) | 1.8858 | 1.3134 | 0.5724 | 1.5414 | 1.0264 | 0.9873 |
Buy And Hold Return (%) | 33.0097 | 33.0097 | 33.0097 | 33.0097 | 33.0097 | 33.0097 |
Max Trade Drawdown | -37333 | -21267 | -23599 | -111026 | -71408 | -47486 |
Profit Factor | 2.2264 | 2.7624 | 1.7223 | 2.0186 | 2.016 | 2.0214 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 37 | 17 | 20 | 37 | 17 | 20 |
Losing Trades | 49 | 26 | 23 | 49 | 26 | 23 |
Profitability (%) | 43.0233 | 39.5349 | 46.5116 | 43.0233 | 39.5349 | 46.5116 |
Ratio Avg Win / Avg Loss | 2.9485 | 4.2249 | 1.9806 | 2.6733 | 3.0833 | 2.3246 |
Largest Winning Trade | 41670 | 41670 | 26576 | 67475 | 67475 | 56124 |
Largest Losing Trade | -13877 | -5394 | -13877 | -21312 | -14908 | -21312 |
Avg Bars in Trades | 277 | 279 | 274 | 277 | 279 | 274 |
Avg Bars in Winners | 430 | 430 | 430 | 430 | 430 | 430 |
Avg Bars in Losers | 161 | 181 | 139 | 161 | 181 | 139 |
Bars Traded | 23834 | 12030 | 11804 | 23834 | 12030 | 11804 |
Profit Streak | 7.036 | 7.036 | 7.1714 | 7.036 | 7.036 | 7.1714 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 493146 | 377177 | 64025 | 517250 | 344116 | 449943 |
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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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