Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 79166.9158 | 68639.7673 | 10527.1485 | 110250.8438 | 98464.9322 | 11785.9116 |
Total P&L (%) | 79.1669 | 68.6398 | 10.5271 | 110.2508 | 98.4649 | 11.7859 |
Avg Daily Profit (%) | 0.912 | 0.7907 | 0.1213 | 0.8597 | 0.7927 | 0.1284 |
Buy And Hold Return (%) | 64.8639 | 64.8639 | 64.8639 | 64.8639 | 64.8639 | 64.8639 |
Max Trade Drawdown | -11145 | -8925 | -6846 | -16634 | -13175 | -11248 |
Profit Factor | 2.554 | 3.9098 | 1.3848 | 2.4359 | 3.7823 | 1.2847 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 31 | 17 | 14 | 31 | 17 | 14 |
Losing Trades | 27 | 12 | 15 | 27 | 12 | 15 |
Profitability (%) | 53.4483 | 58.6207 | 48.2759 | 53.4483 | 58.6207 | 48.2759 |
Ratio Avg Win / Avg Loss | 2.2244 | 2.7599 | 1.4837 | 2.1216 | 2.6699 | 1.3765 |
Largest Winning Trade | 11748 | 11748 | 8299 | 18886 | 18886 | 11490 |
Largest Losing Trade | -5236 | -4102 | -5236 | -8933 | -5715 | -8933 |
Avg Bars in Trades | 421 | 480 | 363 | 421 | 480 | 363 |
Avg Bars in Winners | 614 | 692 | 520 | 614 | 692 | 520 |
Avg Bars in Losers | 199 | 178 | 216 | 199 | 178 | 216 |
Bars Traded | 24458 | 13921 | 10537 | 24458 | 13921 | 10537 |
Profit Streak | 3.6853 | 7.9457 | 0 | 3.6853 | 7.9457 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -260970 | -127475 | -198964 | -172958 | 350483 | -190031 |
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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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