Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 92997.9953 | 76115.2961 | 16882.6993 | 126933.6687 | 108082.0968 | 18851.5719 |
Total P&L (%) | 92.998 | 76.1153 | 16.8827 | 126.9337 | 108.0821 | 18.8516 |
Avg Daily Profit (%) | 1.0713 | 0.8768 | 0.1945 | 0.9485 | 0.8477 | 0.1991 |
Buy And Hold Return (%) | 10.4264 | 10.4264 | 10.4264 | 10.4264 | 10.4264 | 10.4264 |
Max Trade Drawdown | -19029 | -9529 | -10896 | -23926 | -12359 | -13250 |
Profit Factor | 2.3756 | 3.7482 | 1.423 | 2.4967 | 3.979 | 1.3885 |
Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Winning Trades | 36 | 19 | 17 | 36 | 19 | 17 |
Losing Trades | 42 | 20 | 22 | 42 | 20 | 22 |
Profitability (%) | 46.1538 | 48.7179 | 43.5897 | 46.1538 | 48.7179 | 43.5897 |
Ratio Avg Win / Avg Loss | 2.7716 | 3.9455 | 1.8416 | 2.9128 | 4.1884 | 1.7969 |
Largest Winning Trade | 37111 | 37111 | 7770 | 52781 | 52781 | 8473 |
Largest Losing Trade | -4876 | -3873 | -4876 | -5907 | -5907 | -5854 |
Avg Bars in Trades | 302 | 304 | 299 | 302 | 304 | 299 |
Avg Bars in Winners | 494 | 492 | 496 | 494 | 492 | 496 |
Avg Bars in Losers | 136 | 126 | 146 | 136 | 126 | 146 |
Bars Traded | 23561 | 11886 | 11675 | 23561 | 11886 | 11675 |
Profit Streak | 5.1647 | 5.9425 | 0 | 5.1647 | 5.9425 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -23718 | 656803 | -4047 | -23869 | 651987 | -3237 |
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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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