Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 94945.0779 | 69607.5472 | 25337.5307 | 120130.7608 | 87722.3889 | 32408.3719 |
Total P&L (%) | 94.9451 | 69.6075 | 25.3375 | 120.1308 | 87.7224 | 32.4084 |
Avg Daily Profit (%) | 0.3646 | 0.2673 | 0.0973 | 0.3035 | 0.2421 | 0.1079 |
Buy And Hold Return (%) | 29.3603 | 29.3603 | 29.3603 | 29.3603 | 29.3603 | 29.3603 |
Max Trade Drawdown | -30244 | -32168 | -10535 | -30954 | -33183 | -13121 |
Profit Factor | 1.8197 | 1.8681 | 1.7109 | 1.8397 | 1.9042 | 1.7038 |
Total Trades | 75 | 37 | 38 | 75 | 37 | 38 |
Winning Trades | 52 | 27 | 25 | 52 | 27 | 25 |
Losing Trades | 23 | 10 | 13 | 23 | 10 | 13 |
Profitability (%) | 69.3333 | 72.973 | 65.7895 | 69.3333 | 72.973 | 65.7895 |
Ratio Avg Win / Avg Loss | 0.8049 | 0.6919 | 0.8897 | 0.8137 | 0.7053 | 0.886 |
Largest Winning Trade | 19177 | 19177 | 4833 | 17604 | 17604 | 8611 |
Largest Losing Trade | -25138 | -25138 | -9077 | -25371 | -25371 | -9144 |
Avg Bars in Trades | 314 | 568 | 67 | 314 | 568 | 67 |
Avg Bars in Winners | 213 | 356 | 58 | 213 | 356 | 58 |
Avg Bars in Losers | 544 | 1143 | 83 | 544 | 1143 | 83 |
Bars Traded | 23612 | 21052 | 2560 | 23612 | 21052 | 2560 |
Profit Streak | 24.2086 | 28.0315 | 24.2086 | 24.2086 | 28.0315 | 24.2086 |
Trades During Streak | 4 | 3 | 2 | 4 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -51584 | 273600 | -226421 | -51306 | 314985 | -180337 |
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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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