Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 69324.0752 | 52611.7479 | 16712.3273 | 86501.3336 | 66581.0489 | 19920.2847 |
Total P&L (%) | 69.3241 | 52.6117 | 16.7123 | 86.5013 | 66.581 | 19.9203 |
Avg Daily Profit (%) | 0.7986 | 0.6061 | 0.1925 | 0.7206 | 0.5896 | 0.2095 |
Buy And Hold Return (%) | 31.4678 | 31.4678 | 31.4678 | 31.4678 | 31.4678 | 31.4678 |
Max Trade Drawdown | -27686 | -18839 | -11129 | -56149 | -37416 | -23764 |
Profit Factor | 2.1193 | 2.4905 | 1.6274 | 1.7521 | 2.0005 | 1.4109 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 45 | 21 | 24 | 45 | 21 | 24 |
Losing Trades | 31 | 17 | 14 | 31 | 17 | 14 |
Profitability (%) | 59.2105 | 55.2632 | 63.1579 | 59.2105 | 55.2632 | 63.1579 |
Ratio Avg Win / Avg Loss | 1.46 | 2.0161 | 0.9493 | 1.207 | 1.6195 | 0.823 |
Largest Winning Trade | 24743 | 24743 | 8770 | 41507 | 41507 | 18098 |
Largest Losing Trade | -8410 | -5878 | -8410 | -18491 | -11088 | -18491 |
Avg Bars in Trades | 325 | 339 | 311 | 325 | 339 | 311 |
Avg Bars in Winners | 317 | 358 | 281 | 317 | 358 | 281 |
Avg Bars in Losers | 336 | 315 | 362 | 336 | 315 | 362 |
Bars Traded | 24721 | 12889 | 11832 | 24721 | 12889 | 11832 |
Profit Streak | 0 | 5.1468 | 0 | 0 | 5.1468 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -44131 | 240966 | -158145 | -43305 | 308398 | -159208 |
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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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