Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 94609.6843 | 44890.1457 | 49719.5386 | 109606.5564 | 78152.5493 | 31454.0071 |
Total P&L (%) | 94.6097 | 44.8901 | 49.7195 | 109.6066 | 78.1525 | 31.454 |
Avg Daily Profit (%) | 0.3633 | 0.1724 | 0.1909 | 0.2846 | 0.222 | 0.1051 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -31093 | -19405 | -31093 | -58919 | -25159 | -58919 |
Profit Factor | 1.6623 | 1.7737 | 1.5861 | 1.4644 | 2.0081 | 1.1985 |
Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Winning Trades | 58 | 28 | 30 | 58 | 28 | 30 |
Losing Trades | 20 | 11 | 9 | 20 | 11 | 9 |
Profitability (%) | 74.359 | 71.7949 | 76.9231 | 74.359 | 71.7949 | 76.9231 |
Ratio Avg Win / Avg Loss | 0.5732 | 0.6968 | 0.4758 | 0.505 | 0.7889 | 0.3595 |
Largest Winning Trade | 17988 | 9845 | 17988 | 24216 | 14935 | 24216 |
Largest Losing Trade | -31093 | -19405 | -31093 | -58919 | -25159 | -58919 |
Avg Bars in Trades | 309 | 307 | 310 | 309 | 307 | 310 |
Avg Bars in Winners | 230 | 243 | 219 | 230 | 243 | 219 |
Avg Bars in Losers | 535 | 473 | 611 | 535 | 473 | 611 |
Bars Traded | 24107 | 12010 | 12096 | 24107 | 12010 | 12096 |
Profit Streak | 1.104 | 43.354 | 1.104 | 1.104 | 43.354 | 1.104 |
Trades During Streak | 2 | 9 | 1 | 2 | 9 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -29841 | 334326 | 201739 | -31463 | 430232 | -60327 |
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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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