Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 94188.7903 | 76936.5113 | 17252.279 | 73028.5316 | 49163.7479 | 23864.7837 |
Total P&L (%) | 94.1888 | 76.9365 | 17.2523 | 73.0285 | 49.1637 | 23.8648 |
Avg Daily Profit (%) | 1.8085 | 1.4773 | 0.3313 | 1.0583 | 0.7708 | 0.4118 |
Buy And Hold Return (%) | 24.2944 | 24.2944 | 24.2944 | 24.2944 | 24.2944 | 24.2944 |
Max Trade Drawdown | -35679 | -24995 | -15067 | -71652 | -48729 | -31552 |
Profit Factor | 1.7494 | 2.3275 | 1.2547 | 1.3254 | 1.4849 | 1.1939 |
Total Trades | 77 | 38 | 39 | 77 | 38 | 39 |
Winning Trades | 33 | 15 | 18 | 33 | 15 | 18 |
Losing Trades | 44 | 23 | 21 | 44 | 23 | 21 |
Profitability (%) | 42.8571 | 39.4737 | 46.1538 | 42.8571 | 39.4737 | 46.1538 |
Ratio Avg Win / Avg Loss | 2.3326 | 3.5688 | 1.4639 | 1.7672 | 2.2769 | 1.3929 |
Largest Winning Trade | 98768 | 98768 | 15261 | 90962 | 90962 | 26681 |
Largest Losing Trade | -12807 | -11047 | -12807 | -28918 | -19742 | -28918 |
Avg Bars in Trades | 320 | 257 | 381 | 320 | 257 | 381 |
Avg Bars in Winners | 476 | 353 | 578 | 476 | 353 | 578 |
Avg Bars in Losers | 203 | 195 | 213 | 203 | 195 | 213 |
Bars Traded | 24682 | 9795 | 14887 | 24682 | 9795 | 14887 |
Profit Streak | 4.1512 | 0 | 5.0408 | 4.1512 | 0 | 5.0408 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -36581 | 312091 | -160042 | -39973 | 70418 | -166349 |
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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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