Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 82776.2454 | 68510.0881 | 14266.1573 | 73108.5407 | 90056.5076 | -16947.9668 |
Total P&L (%) | 82.7762 | 68.5101 | 14.2662 | 73.1085 | 90.0565 | -16.948 |
Avg Daily Profit (%) | 0.3179 | 0.2631 | 0.0548 | 0.2109 | 0.2469 | -0.0713 |
Buy And Hold Return (%) | 35.7681 | 35.7681 | 35.7681 | 35.7681 | 35.7681 | 35.7681 |
Max Trade Drawdown | -44109 | -27153 | -46546 | -112973 | -56480 | -119228 |
Profit Factor | 1.4629 | 2.2089 | 1.1168 | 1.1998 | 1.7961 | 0.9329 |
Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Winning Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Losing Trades | 18 | 9 | 9 | 18 | 9 | 9 |
Profitability (%) | 76.9231 | 76.9231 | 76.9231 | 76.9231 | 76.9231 | 76.9231 |
Ratio Avg Win / Avg Loss | 0.4389 | 0.6627 | 0.335 | 0.36 | 0.5388 | 0.2799 |
Largest Winning Trade | 12537 | 10703 | 12537 | 23375 | 12740 | 23375 |
Largest Losing Trade | -32910 | -18518 | -32910 | -76961 | -38857 | -76961 |
Avg Bars in Trades | 308 | 301 | 314 | 308 | 301 | 314 |
Avg Bars in Winners | 201 | 226 | 176 | 201 | 226 | 176 |
Avg Bars in Losers | 662 | 550 | 773 | 662 | 550 | 773 |
Bars Traded | 24029 | 11761 | 12268 | 24029 | 11761 | 12268 |
Profit Streak | 13.7903 | 24.8841 | 13.7903 | 13.7903 | 24.8841 | 13.7903 |
Trades During Streak | 2 | 3 | 1 | 2 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -32081 | 205649 | -376551 | -36581 | 312864 | -578063 |
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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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