Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 46063.4239 | 40268.9803 | 5794.4436 | 47503.286 | 39142.5721 | 8360.7139 |
Total P&L (%) | 46.0634 | 40.269 | 5.7944 | 47.5033 | 39.1426 | 8.3607 |
Avg Daily Profit (%) | 0.5306 | 0.4639 | 0.0667 | 0.4487 | 0.3812 | 0.0925 |
Buy And Hold Return (%) | 12.5332 | 12.5332 | 12.5332 | 12.5332 | 12.5332 | 12.5332 |
Max Trade Drawdown | -19426 | -22279 | -7818 | -27120 | -34882 | -10444 |
Profit Factor | 1.5552 | 1.606 | 1.3508 | 1.4265 | 1.4313 | 1.4053 |
Total Trades | 79 | 39 | 40 | 79 | 39 | 40 |
Winning Trades | 54 | 26 | 28 | 54 | 26 | 28 |
Losing Trades | 25 | 13 | 12 | 25 | 13 | 12 |
Profitability (%) | 68.3544 | 66.6667 | 70 | 68.3544 | 66.6667 | 70 |
Ratio Avg Win / Avg Loss | 0.72 | 0.803 | 0.5789 | 0.6604 | 0.7157 | 0.6023 |
Largest Winning Trade | 15272 | 15272 | 3076 | 17524 | 17524 | 4278 |
Largest Losing Trade | -16381 | -16381 | -5425 | -23482 | -23482 | -7875 |
Avg Bars in Trades | 283 | 541 | 32 | 283 | 541 | 32 |
Avg Bars in Winners | 199 | 376 | 34 | 199 | 376 | 34 |
Avg Bars in Losers | 466 | 871 | 27 | 466 | 871 | 27 |
Bars Traded | 22413 | 21109 | 1304 | 22413 | 21109 | 1304 |
Profit Streak | 11.2752 | 11.2752 | 15.0148 | 11.2752 | 11.2752 | 15.0148 |
Trades During Streak | 5 | 2 | 3 | 5 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -21043 | 307545 | -268416 | -22427 | 241716 | -233698 |
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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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