Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 100710.0522 | 70582.3046 | 30127.7476 | 113918.4986 | 88227.4123 | 25691.0864 |
Total P&L (%) | 100.7101 | 70.5823 | 30.1277 | 113.9185 | 88.2274 | 25.6911 |
Avg Daily Profit (%) | 0.3867 | 0.271 | 0.1157 | 0.2924 | 0.2432 | 0.0878 |
Buy And Hold Return (%) | 12.2328 | 12.2328 | 12.2328 | 12.2328 | 12.2328 | 12.2328 |
Max Trade Drawdown | -39995 | -42284 | -16568 | -46630 | -50190 | -34988 |
Profit Factor | 1.6459 | 1.535 | 2.2554 | 1.4448 | 1.4247 | 1.5311 |
Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Winning Trades | 49 | 24 | 25 | 49 | 24 | 25 |
Losing Trades | 29 | 15 | 14 | 29 | 15 | 14 |
Profitability (%) | 62.8205 | 61.5385 | 64.1026 | 62.8205 | 61.5385 | 64.1026 |
Ratio Avg Win / Avg Loss | 0.9741 | 0.9594 | 1.263 | 0.8551 | 0.8904 | 0.8574 |
Largest Winning Trade | 32835 | 32835 | 9416 | 46261 | 46261 | 12307 |
Largest Losing Trade | -17636 | -17636 | -4738 | -30833 | -30833 | -10940 |
Avg Bars in Trades | 295 | 550 | 40 | 295 | 550 | 40 |
Avg Bars in Winners | 265 | 507 | 34 | 265 | 507 | 34 |
Avg Bars in Losers | 346 | 620 | 52 | 346 | 620 | 52 |
Bars Traded | 23068 | 21485 | 1583 | 23068 | 21485 | 1583 |
Profit Streak | 0 | 39.8317 | 0 | 0 | 39.8317 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -28677 | 317162 | -38444 | -30520 | 313845 | -81622 |
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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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