Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 75009.3002 | 57478.3076 | 17530.9926 | 94577.6428 | 73546.1643 | 21031.4785 |
Total P&L (%) | 75.0093 | 57.4783 | 17.531 | 94.5776 | 73.5462 | 21.0315 |
Avg Daily Profit (%) | 0.8641 | 0.6621 | 0.2019 | 0.7698 | 0.6371 | 0.2201 |
Buy And Hold Return (%) | 25.7594 | 25.7594 | 25.7594 | 25.7594 | 25.7594 | 25.7594 |
Max Trade Drawdown | -15349 | -10109 | -9649 | -21295 | -14113 | -12800 |
Profit Factor | 2.0895 | 3.0609 | 1.428 | 2.0248 | 2.8654 | 1.3978 |
Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Winning Trades | 35 | 18 | 17 | 35 | 18 | 17 |
Losing Trades | 43 | 21 | 22 | 43 | 21 | 22 |
Profitability (%) | 44.8718 | 46.1538 | 43.5897 | 44.8718 | 46.1538 | 43.5897 |
Ratio Avg Win / Avg Loss | 2.5671 | 3.5711 | 1.848 | 2.4876 | 3.343 | 1.8089 |
Largest Winning Trade | 32937 | 32937 | 8829 | 50673 | 50673 | 9887 |
Largest Losing Trade | -4943 | -4272 | -4943 | -8684 | -8684 | -7173 |
Avg Bars in Trades | 315 | 314 | 317 | 315 | 314 | 317 |
Avg Bars in Winners | 497 | 491 | 503 | 497 | 491 | 503 |
Avg Bars in Losers | 168 | 162 | 173 | 168 | 162 | 173 |
Bars Traded | 24633 | 12252 | 12381 | 24633 | 12252 | 12381 |
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 | -28852 | 321403 | -160304 | -28893 | 365951 | -160610 |
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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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