Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 65170.6554 | 52379.5 | 12791.1555 | 43991.1839 | 57988.6007 | -13997.4168 |
Total P&L (%) | 65.1707 | 52.3795 | 12.7912 | 43.9912 | 57.9886 | -13.9974 |
Avg Daily Profit (%) | 0.2503 | 0.2011 | 0.0491 | 0.1401 | 0.1758 | -0.0579 |
Buy And Hold Return (%) | 22.8743 | 22.8743 | 22.8743 | 22.8743 | 22.8743 | 22.8743 |
Max Trade Drawdown | -40333 | -25110 | -41775 | -61767 | -18873 | -63951 |
Profit Factor | 1.4023 | 1.955 | 1.1194 | 1.249 | 2.2151 | 0.8914 |
Total Trades | 75 | 37 | 38 | 75 | 37 | 38 |
Winning Trades | 49 | 24 | 25 | 49 | 24 | 25 |
Losing Trades | 26 | 13 | 13 | 26 | 13 | 13 |
Profitability (%) | 65.3333 | 64.8649 | 65.7895 | 65.3333 | 64.8649 | 65.7895 |
Ratio Avg Win / Avg Loss | 0.7441 | 1.059 | 0.5821 | 0.6628 | 1.1998 | 0.4635 |
Largest Winning Trade | 20792 | 18679 | 20792 | 19547 | 19547 | 18013 |
Largest Losing Trade | -40333 | -19545 | -40333 | -61767 | -14681 | -61767 |
Avg Bars in Trades | 321 | 330 | 313 | 321 | 330 | 313 |
Avg Bars in Winners | 237 | 277 | 199 | 237 | 277 | 199 |
Avg Bars in Losers | 481 | 428 | 533 | 481 | 428 | 533 |
Bars Traded | 24146 | 12225 | 11921 | 24146 | 12225 | 11921 |
Profit Streak | 8.6703 | 32.1391 | 8.6703 | 8.6703 | 32.1391 | 8.6703 |
Trades During Streak | 2 | 4 | 1 | 2 | 4 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -55439 | 263345 | -382657 | -74593 | 325162 | -579443 |
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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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