Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 80328.3488 | 70034.7374 | 10293.6115 | 106500.9046 | 83651.3529 | 22849.5517 |
Total P&L (%) | 80.3283 | 70.0347 | 10.2936 | 106.5009 | 83.6514 | 22.8496 |
Avg Daily Profit (%) | 4.6272 | 4.0343 | 0.593 | 4.2655 | 3.5636 | 1.1925 |
Buy And Hold Return (%) | 67.7824 | 67.7824 | 67.7824 | 67.7824 | 67.7824 | 67.7824 |
Max Trade Drawdown | -15417 | -15368 | -8353 | -28399 | -28241 | -8883 |
Profit Factor | 2.3378 | 2.6308 | 1.6019 | 2.1604 | 2.1971 | 2.0431 |
Total Trades | 126 | 63 | 63 | 126 | 63 | 63 |
Winning Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Losing Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Profitability (%) | 50 | 49.2063 | 50.7937 | 50 | 49.2063 | 50.7937 |
Ratio Avg Win / Avg Loss | 2.3378 | 2.7157 | 1.5519 | 2.1604 | 2.268 | 1.9792 |
Largest Winning Trade | 22922 | 22922 | 4387 | 24313 | 24313 | 6544 |
Largest Losing Trade | -14090 | -14090 | -1965 | -25930 | -25930 | -3994 |
Avg Bars in Trades | 194 | 323 | 66 | 194 | 323 | 66 |
Avg Bars in Winners | 151 | 257 | 48 | 151 | 257 | 48 |
Avg Bars in Losers | 238 | 387 | 84 | 238 | 387 | 84 |
Bars Traded | 24557 | 20389 | 4168 | 24557 | 20389 | 4168 |
Profit Streak | 6.9681 | 6.9681 | 7.1069 | 6.9681 | 6.9681 | 7.1069 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -88477 | -283367 | -298804 | 346551 | -222084 | -296120 |
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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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