Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 86554.1274 | 55493.468 | 31060.6594 | 118526.8803 | 69035.0227 | 49491.8576 |
Total P&L (%) | 86.5541 | 55.4935 | 31.0607 | 118.5269 | 69.035 | 49.4919 |
Avg Daily Profit (%) | 0.9971 | 0.6393 | 0.3578 | 0.9046 | 0.6065 | 0.4642 |
Buy And Hold Return (%) | 13.6021 | 13.6021 | 13.6021 | 13.6021 | 13.6021 | 13.6021 |
Max Trade Drawdown | -18450 | -11150 | -14869 | -34166 | -17626 | -25567 |
Profit Factor | 1.9151 | 2.3492 | 1.5811 | 1.751 | 2.0196 | 1.5492 |
Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Winning Trades | 41 | 21 | 20 | 41 | 21 | 20 |
Losing Trades | 37 | 18 | 19 | 37 | 18 | 19 |
Profitability (%) | 52.5641 | 53.8462 | 51.2821 | 52.5641 | 53.8462 | 51.2821 |
Ratio Avg Win / Avg Loss | 1.7283 | 2.0136 | 1.502 | 1.5802 | 1.7311 | 1.4718 |
Largest Winning Trade | 15936 | 15936 | 12529 | 22673 | 21953 | 22673 |
Largest Losing Trade | -6405 | -6405 | -5476 | -9092 | -9092 | -7867 |
Avg Bars in Trades | 305 | 316 | 293 | 305 | 316 | 293 |
Avg Bars in Winners | 363 | 359 | 366 | 363 | 359 | 366 |
Avg Bars in Losers | 240 | 265 | 216 | 240 | 265 | 216 |
Bars Traded | 23796 | 12341 | 11455 | 23796 | 12341 | 11455 |
Profit Streak | 5.4918 | 0 | 9.0265 | 5.4918 | 0 | 9.0265 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -23552 | 441742 | 224611 | -23525 | 440035 | 298743 |
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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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