Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 92392.2922 | 61583.4976 | 30808.7945 | 111042.2142 | 86448.9891 | 24593.2251 |
Total P&L (%) | 92.3923 | 61.5835 | 30.8088 | 111.0422 | 86.449 | 24.5932 |
Avg Daily Profit (%) | 0.3548 | 0.2365 | 0.1183 | 0.2872 | 0.2395 | 0.0845 |
Buy And Hold Return (%) | 21.5159 | 21.5159 | 21.5159 | 21.5159 | 21.5159 | 21.5159 |
Max Trade Drawdown | -30692 | -16201 | -31967 | -43872 | -23077 | -49379 |
Profit Factor | 1.561 | 1.9784 | 1.3028 | 1.4933 | 2.0269 | 1.1745 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 55 | 27 | 28 | 55 | 27 | 28 |
Losing Trades | 33 | 17 | 16 | 33 | 17 | 16 |
Profitability (%) | 62.5 | 61.3636 | 63.6364 | 62.5 | 61.3636 | 63.6364 |
Ratio Avg Win / Avg Loss | 0.9366 | 1.2456 | 0.7445 | 0.896 | 1.2762 | 0.6712 |
Largest Winning Trade | 19063 | 14334 | 19063 | 18168 | 17162 | 18168 |
Largest Losing Trade | -22556 | -7783 | -22556 | -26186 | -12373 | -26186 |
Avg Bars in Trades | 274 | 278 | 269 | 274 | 278 | 269 |
Avg Bars in Winners | 244 | 259 | 230 | 244 | 259 | 230 |
Avg Bars in Losers | 323 | 309 | 338 | 323 | 309 | 338 |
Bars Traded | 24124 | 12251 | 11872 | 24124 | 12251 | 11872 |
Profit Streak | 34.3708 | 41.225 | 34.3708 | 34.3708 | 41.225 | 34.3708 |
Trades During Streak | 9 | 5 | 4 | 9 | 5 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 338269 | 324789 | -66106 | 329035 | 366078 | -229743 |
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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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