Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 370273.5672 | 213446.4535 | 156827.1137 | 1311629.0314 | 664024.7381 | 647604.2933 |
Total P&L (%) | 370.2736 | 213.4465 | 156.8271 | 1311.629 | 664.0247 | 647.6043 |
Avg Daily Profit (%) | 0.2961 | 0.1707 | 0.1254 | 0.212 | 0.1628 | 0.161 |
Buy And Hold Return (%) | 113.4594 | 113.4594 | 113.4594 | 113.4594 | 113.4594 | 113.4594 |
Max Trade Drawdown | -63005 | -36095 | -63005 | -261394 | -261394 | -187127 |
Profit Factor | 2.5753 | 3.2927 | 2.1048 | 2.0674 | 2.0566 | 2.0786 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 46 | 24 | 22 | 46 | 24 | 22 |
Losing Trades | 12 | 5 | 7 | 12 | 5 | 7 |
Profitability (%) | 79.3103 | 82.7586 | 75.8621 | 79.3103 | 82.7586 | 75.8621 |
Ratio Avg Win / Avg Loss | 0.6718 | 0.686 | 0.6697 | 0.5393 | 0.4285 | 0.6614 |
Largest Winning Trade | 29559 | 29559 | 25168 | 167841 | 167841 | 156608 |
Largest Losing Trade | -63005 | -36095 | -63005 | -261394 | -261394 | -168234 |
Avg Bars in Trades | 60 | 69 | 52 | 60 | 69 | 52 |
Avg Bars in Winners | 33 | 39 | 26 | 33 | 39 | 26 |
Avg Bars in Losers | 165 | 212 | 132 | 165 | 212 | 132 |
Bars Traded | 3524 | 2007 | 1517 | 3524 | 2007 | 1517 |
Profit Streak | 36.361 | 153.0277 | 36.361 | 36.361 | 153.0277 | 36.361 |
Trades During Streak | 3 | 6 | 1 | 3 | 6 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -166564 | 315058 | -67363 | -164970 | 490699 | 426897 |
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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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