Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 88921.8872 | 66287.3352 | 22634.552 | 124949.864 | 92950.2774 | 31999.5867 |
Total P&L (%) | 88.9219 | 66.2873 | 22.6346 | 124.9499 | 92.9503 | 31.9996 |
Avg Daily Profit (%) | 1.0243 | 0.7636 | 0.2607 | 0.9383 | 0.76 | 0.3203 |
Buy And Hold Return (%) | 41.2375 | 41.2375 | 41.2375 | 41.2375 | 41.2375 | 41.2375 |
Max Trade Drawdown | -11128 | -13120 | -6418 | -19522 | -22864 | -12776 |
Profit Factor | 2.2488 | 2.7986 | 1.6589 | 2.0396 | 2.519 | 1.5423 |
Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Winning Trades | 33 | 18 | 15 | 33 | 18 | 15 |
Losing Trades | 45 | 21 | 24 | 45 | 21 | 24 |
Profitability (%) | 42.3077 | 46.1538 | 38.4615 | 42.3077 | 46.1538 | 38.4615 |
Ratio Avg Win / Avg Loss | 3.0665 | 3.265 | 2.6543 | 2.7812 | 2.9388 | 2.4678 |
Largest Winning Trade | 16958 | 16958 | 8499 | 28893 | 28893 | 15089 |
Largest Losing Trade | -5769 | -4112 | -5769 | -11516 | -8128 | -11516 |
Avg Bars in Trades | 307 | 335 | 279 | 307 | 335 | 279 |
Avg Bars in Winners | 497 | 522 | 468 | 497 | 522 | 468 |
Avg Bars in Losers | 168 | 175 | 161 | 168 | 175 | 161 |
Bars Traded | 23996 | 13089 | 10907 | 23996 | 13089 | 10907 |
Profit Streak | 0 | 4.6472 | 0 | 0 | 4.6472 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -32337 | 215287 | -160908 | -30054 | 339936 | -160865 |
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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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