Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 96984.0684 | 77178.9237 | 19805.1447 | 86963.6124 | 125997.2403 | -39033.6279 |
Total P&L (%) | 96.9841 | 77.1789 | 19.8051 | 86.9636 | 125.9972 | -39.0336 |
Avg Daily Profit (%) | 0.3724 | 0.2964 | 0.0761 | 0.2406 | 0.3136 | -0.1898 |
Buy And Hold Return (%) | 19.6854 | 19.6854 | 19.6854 | 19.6854 | 19.6854 | 19.6854 |
Max Trade Drawdown | -76631 | -28904 | -55462 | -241005 | -89634 | -176786 |
Profit Factor | 1.5719 | 2.029 | 1.2094 | 1.1795 | 1.6041 | 0.8585 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 33 | 18 | 15 | 33 | 18 | 15 |
Losing Trades | 43 | 20 | 23 | 43 | 20 | 23 |
Profitability (%) | 43.4211 | 47.3684 | 39.4737 | 43.4211 | 47.3684 | 39.4737 |
Ratio Avg Win / Avg Loss | 2.0482 | 2.2545 | 1.8544 | 1.537 | 1.7823 | 1.3163 |
Largest Winning Trade | 51686 | 51686 | 35876 | 107078 | 107078 | 65003 |
Largest Losing Trade | -10369 | -10369 | -9336 | -34372 | -29484 | -34372 |
Avg Bars in Trades | 318 | 296 | 340 | 318 | 296 | 340 |
Avg Bars in Winners | 549 | 461 | 654 | 549 | 461 | 654 |
Avg Bars in Losers | 141 | 148 | 136 | 141 | 148 | 136 |
Bars Traded | 24222 | 11273 | 12949 | 24222 | 11273 | 12949 |
Profit Streak | 0 | 32.0401 | 0 | 0 | 32.0401 | 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 | -47178 | 326050 | -260124 | -73553 | 369977 | -584587 |
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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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