Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 93839.7377 | 75369.1875 | 18470.5502 | 142302.7274 | 112544.4086 | 29758.3189 |
Total P&L (%) | 93.8397 | 75.3692 | 18.4706 | 142.3027 | 112.5444 | 29.7583 |
Avg Daily Profit (%) | 1.081 | 0.8682 | 0.2128 | 1.0247 | 0.8723 | 0.3005 |
Buy And Hold Return (%) | 44.7196 | 44.7196 | 44.7196 | 44.7196 | 44.7196 | 44.7196 |
Max Trade Drawdown | -22559 | -19362 | -3197 | -41080 | -35118 | -5961 |
Profit Factor | 3.2144 | 3.2352 | 3.1334 | 3.0015 | 2.9667 | 3.1451 |
Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Winning Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Losing Trades | 19 | 10 | 9 | 19 | 10 | 9 |
Profitability (%) | 75.641 | 74.359 | 76.9231 | 75.641 | 74.359 | 76.9231 |
Ratio Avg Win / Avg Loss | 1.0351 | 1.1156 | 0.94 | 0.9666 | 1.023 | 0.9435 |
Largest Winning Trade | 8699 | 8699 | 3016 | 16759 | 16759 | 5446 |
Largest Losing Trade | -19362 | -19362 | -3135 | -35118 | -35118 | -5870 |
Avg Bars in Trades | 292 | 531 | 53 | 292 | 531 | 53 |
Avg Bars in Winners | 204 | 369 | 45 | 204 | 369 | 45 |
Avg Bars in Losers | 564 | 1000 | 80 | 564 | 1000 | 80 |
Bars Traded | 22805 | 20712 | 2093 | 22805 | 20712 | 2093 |
Profit Streak | 8.5569 | 8.5569 | 18.4632 | 8.5569 | 8.5569 | 18.4632 |
Trades During Streak | 14 | 7 | 9 | 14 | 7 | 9 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -23542 | 426665 | -151025 | -22385 | 604180 | -150808 |
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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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