Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 75583.2023 | 58556.037 | 17027.1653 | 93039.6366 | 73619.7765 | 19419.8601 |
Total P&L (%) | 75.5832 | 58.556 | 17.0272 | 93.0396 | 73.6198 | 19.4199 |
Avg Daily Profit (%) | 0.8707 | 0.6745 | 0.1961 | 0.7605 | 0.6375 | 0.2047 |
Buy And Hold Return (%) | 26.4054 | 26.4054 | 26.4054 | 26.4054 | 26.4054 | 26.4054 |
Max Trade Drawdown | -17807 | -10735 | -10700 | -22751 | -14128 | -12119 |
Profit Factor | 1.9766 | 2.7476 | 1.3879 | 1.9343 | 2.6388 | 1.3553 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 36 | 20 | 16 | 36 | 20 | 16 |
Losing Trades | 48 | 22 | 26 | 48 | 22 | 26 |
Profitability (%) | 42.8571 | 47.619 | 38.0952 | 42.8571 | 47.619 | 38.0952 |
Ratio Avg Win / Avg Loss | 2.6354 | 3.0224 | 2.2554 | 2.5791 | 2.9027 | 2.2024 |
Largest Winning Trade | 38512 | 38512 | 8516 | 57868 | 57868 | 9927 |
Largest Losing Trade | -4874 | -4874 | -3879 | -9892 | -9892 | -5244 |
Avg Bars in Trades | 293 | 297 | 288 | 293 | 297 | 288 |
Avg Bars in Winners | 510 | 494 | 530 | 510 | 494 | 530 |
Avg Bars in Losers | 130 | 118 | 139 | 130 | 118 | 139 |
Bars Traded | 24621 | 12499 | 12123 | 24621 | 12499 | 12123 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 327963 | 321483 | -162712 | 321834 | 369540 | -163116 |
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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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