Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 58500.0868 | 48878.5955 | 9621.4914 | 64034.8286 | 63581.0963 | 453.7323 |
Total P&L (%) | 58.5001 | 48.8786 | 9.6215 | 64.0348 | 63.5811 | 0.4537 |
Avg Daily Profit (%) | 0.2246 | 0.1877 | 0.0369 | 0.1902 | 0.1892 | 0.0017 |
Buy And Hold Return (%) | 21.4777 | 21.4777 | 21.4777 | 21.4777 | 21.4777 | 21.4777 |
Max Trade Drawdown | -22761 | -22831 | -25151 | -23506 | -23564 | -35519 |
Profit Factor | 1.5492 | 2.0791 | 1.1572 | 1.4612 | 2.1549 | 1.0054 |
Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Winning Trades | 57 | 31 | 26 | 57 | 31 | 26 |
Losing Trades | 21 | 8 | 13 | 21 | 8 | 13 |
Profitability (%) | 73.0769 | 79.4872 | 66.6667 | 73.0769 | 79.4872 | 66.6667 |
Ratio Avg Win / Avg Loss | 0.5708 | 0.5365 | 0.5786 | 0.5383 | 0.5561 | 0.5027 |
Largest Winning Trade | 12011 | 12011 | 7193 | 15854 | 15854 | 9893 |
Largest Losing Trade | -20678 | -20678 | -11502 | -21766 | -21766 | -12480 |
Avg Bars in Trades | 315 | 312 | 319 | 315 | 312 | 319 |
Avg Bars in Winners | 212 | 238 | 180 | 212 | 238 | 180 |
Avg Bars in Losers | 596 | 596 | 596 | 596 | 596 | 596 |
Bars Traded | 24633 | 12171 | 12462 | 24633 | 12171 | 12462 |
Profit Streak | 3.6802 | 12.1906 | 3.6802 | 3.6802 | 12.1906 | 3.6802 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -32546 | 241505 | -358362 | -33149 | 315767 | -572235 |
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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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