Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 77083.6267 | 61212.7047 | 15870.9219 | 97204.6659 | 89601.33 | 7603.3359 |
Total P&L (%) | 77.0836 | 61.2127 | 15.8709 | 97.2047 | 89.6013 | 7.6033 |
Avg Daily Profit (%) | 0.296 | 0.2351 | 0.0609 | 0.2611 | 0.246 | 0.0281 |
Buy And Hold Return (%) | 30.0185 | 30.0185 | 30.0185 | 30.0185 | 30.0185 | 30.0185 |
Max Trade Drawdown | -22821 | -23778 | -25150 | -27879 | -29069 | -40460 |
Profit Factor | 1.7901 | 2.5563 | 1.2726 | 1.6792 | 2.7327 | 1.0832 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 49 | 26 | 23 | 49 | 26 | 23 |
Losing Trades | 27 | 12 | 15 | 27 | 12 | 15 |
Profitability (%) | 64.4737 | 68.4211 | 60.5263 | 64.4737 | 68.4211 | 60.5263 |
Ratio Avg Win / Avg Loss | 0.9864 | 1.1798 | 0.8299 | 0.9253 | 1.2612 | 0.7064 |
Largest Winning Trade | 13303 | 13303 | 7756 | 17875 | 17875 | 9879 |
Largest Losing Trade | -20355 | -20355 | -8984 | -25428 | -25428 | -11930 |
Avg Bars in Trades | 320 | 314 | 326 | 320 | 314 | 326 |
Avg Bars in Winners | 197 | 207 | 184 | 197 | 207 | 184 |
Avg Bars in Losers | 543 | 544 | 542 | 543 | 544 | 542 |
Bars Traded | 24330 | 11936 | 12394 | 24330 | 11936 | 12394 |
Profit Streak | 0 | 25.5806 | 0 | 0 | 25.5806 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -47455 | 270917 | -279093 | -47371 | 412642 | -451763 |
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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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