Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 73771.2838 | 57984.0591 | 15787.2247 | 91410.1515 | 85297.3754 | 6112.7761 |
Total P&L (%) | 73.7713 | 57.9841 | 15.7872 | 91.4102 | 85.2974 | 6.1128 |
Avg Daily Profit (%) | 0.2833 | 0.2227 | 0.0606 | 0.2496 | 0.2371 | 0.0228 |
Buy And Hold Return (%) | 29.6886 | 29.6886 | 29.6886 | 29.6886 | 29.6886 | 29.6886 |
Max Trade Drawdown | -23906 | -25087 | -25111 | -27314 | -28744 | -40591 |
Profit Factor | 1.7362 | 2.46 | 1.261 | 1.6508 | 2.749 | 1.0667 |
Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Winning Trades | 52 | 29 | 23 | 52 | 29 | 23 |
Losing Trades | 26 | 10 | 16 | 26 | 10 | 16 |
Profitability (%) | 66.6667 | 74.359 | 58.9744 | 66.6667 | 74.359 | 58.9744 |
Ratio Avg Win / Avg Loss | 0.8681 | 0.8483 | 0.8772 | 0.8254 | 0.9479 | 0.742 |
Largest Winning Trade | 12244 | 12244 | 6705 | 19185 | 19185 | 10079 |
Largest Losing Trade | -21318 | -21318 | -9793 | -24938 | -24938 | -11639 |
Avg Bars in Trades | 312 | 306 | 317 | 312 | 306 | 317 |
Avg Bars in Winners | 200 | 234 | 158 | 200 | 234 | 158 |
Avg Bars in Losers | 535 | 518 | 545 | 535 | 518 | 545 |
Bars Traded | 24354 | 11971 | 12382 | 24354 | 11971 | 12382 |
Profit Streak | 0 | 26.5765 | 0 | 0 | 26.5765 | 0 |
Trades During Streak | 0 | 4 | 0 | 0 | 4 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -32545 | 209100 | -279787 | -32382 | 376834 | -477280 |
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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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