Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 605180.2054 | 391990.8655 | 213189.3399 | 329757.8106 | 257156.1006 | 72601.71 |
Total P&L (%) | 605.1802 | 391.9909 | 213.1893 | 329.7578 | 257.1561 | 72.6017 |
Avg Daily Profit (%) | 0.3224 | 0.2088 | 0.1136 | 0.0777 | 0.0678 | 0.0291 |
Buy And Hold Return (%) | 80.2552 | 80.2552 | 80.2552 | 80.2552 | 80.2552 | 80.2552 |
Max Trade Drawdown | -149038 | -93208 | -134187 | -162527 | -20176 | -160347 |
Profit Factor | 2.226 | 2.8338 | 1.7618 | 1.9515 | 4.2292 | 1.272 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 37 | 17 | 20 | 37 | 17 | 20 |
Losing Trades | 23 | 13 | 10 | 23 | 13 | 10 |
Profitability (%) | 61.6667 | 56.6667 | 66.6667 | 61.6667 | 56.6667 | 66.6667 |
Ratio Avg Win / Avg Loss | 1.3837 | 2.167 | 0.8809 | 1.2131 | 3.2341 | 0.636 |
Largest Winning Trade | 148909 | 148909 | 46683 | 140210 | 140210 | 94529 |
Largest Losing Trade | -91654 | -47929 | -91654 | -114555 | -20176 | -114555 |
Avg Bars in Trades | 81 | 81 | 81 | 81 | 81 | 81 |
Avg Bars in Winners | 92 | 91 | 93 | 92 | 91 | 93 |
Avg Bars in Losers | 64 | 68 | 58 | 64 | 68 | 58 |
Bars Traded | 4901 | 2445 | 2456 | 4901 | 2445 | 2456 |
Profit Streak | 159.6368 | 159.6368 | 160.9701 | 159.6368 | 159.6368 | 160.9701 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -158425 | 470295 | -41141 | -259357 | -96653 | -318482 |
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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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