Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 63428.9487 | 55260.4795 | 8168.4692 | 44754.0501 | 69122.764 | -24368.7139 |
Total P&L (%) | 63.4289 | 55.2605 | 8.1685 | 44.7541 | 69.1228 | -24.3687 |
Avg Daily Profit (%) | 0.2436 | 0.2122 | 0.0314 | 0.1421 | 0.202 | -0.1072 |
Buy And Hold Return (%) | 22.9699 | 22.9699 | 22.9699 | 22.9699 | 22.9699 | 22.9699 |
Max Trade Drawdown | -55913 | -16540 | -47922 | -102352 | -14133 | -93241 |
Profit Factor | 1.4792 | 2.2695 | 1.092 | 1.2352 | 2.3967 | 0.8269 |
Total Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Winning Trades | 39 | 20 | 19 | 39 | 20 | 19 |
Losing Trades | 22 | 10 | 12 | 22 | 10 | 12 |
Profitability (%) | 63.9344 | 66.6667 | 61.2903 | 63.9344 | 66.6667 | 61.2903 |
Ratio Avg Win / Avg Loss | 0.8344 | 1.1348 | 0.6897 | 0.6968 | 1.1984 | 0.5223 |
Largest Winning Trade | 14926 | 12932 | 14926 | 19240 | 18156 | 19240 |
Largest Losing Trade | -42668 | -15048 | -42668 | -84410 | -14133 | -84410 |
Avg Bars in Trades | 403 | 416 | 390 | 403 | 416 | 390 |
Avg Bars in Winners | 279 | 322 | 234 | 279 | 322 | 234 |
Avg Bars in Losers | 621 | 603 | 636 | 621 | 603 | 636 |
Bars Traded | 24587 | 12486 | 12101 | 24587 | 12486 | 12101 |
Profit Streak | 7.1761 | 30.2699 | 7.1761 | 7.1761 | 30.2699 | 7.1761 |
Trades During Streak | 2 | 4 | 1 | 2 | 4 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -160256 | 322901 | -437086 | -176953 | 367504 | -580067 |
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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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