Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 56116.0603 | 38984.1694 | 17131.8909 | 49403.3488 | 38171.3251 | 11232.0237 |
Total P&L (%) | 56.1161 | 38.9842 | 17.1319 | 49.4033 | 38.1713 | 11.232 |
Avg Daily Profit (%) | 0.2155 | 0.1497 | 0.0658 | 0.1543 | 0.1242 | 0.0409 |
Buy And Hold Return (%) | 10.2428 | 10.2428 | 10.2428 | 10.2428 | 10.2428 | 10.2428 |
Max Trade Drawdown | -41956 | -27268 | -32759 | -39985 | -24074 | -30789 |
Profit Factor | 1.3335 | 1.5323 | 1.1803 | 1.3233 | 1.5862 | 1.1281 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Losing Trades | 23 | 12 | 11 | 23 | 12 | 11 |
Profitability (%) | 73.8636 | 72.7273 | 75 | 73.8636 | 72.7273 | 75 |
Ratio Avg Win / Avg Loss | 0.4719 | 0.5746 | 0.3934 | 0.4682 | 0.5948 | 0.376 |
Largest Winning Trade | 9234 | 9234 | 7960 | 10971 | 10971 | 6885 |
Largest Losing Trade | -26272 | -10797 | -26272 | -23853 | -9340 | -23853 |
Avg Bars in Trades | 276 | 285 | 266 | 276 | 285 | 266 |
Avg Bars in Winners | 154 | 161 | 148 | 154 | 161 | 148 |
Avg Bars in Losers | 618 | 618 | 619 | 618 | 618 | 619 |
Bars Traded | 24291 | 12572 | 11718 | 24291 | 12572 | 11718 |
Profit Streak | 29.0658 | 36.1075 | 29.0658 | 29.0658 | 36.1075 | 29.0658 |
Trades During Streak | 15 | 9 | 7 | 15 | 9 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 336592 | 270027 | -134482 | 298356 | -26193 | -351849 |
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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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