Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 75927.2887 | 40890.3986 | 35036.8901 | 84680.9021 | 31049.5698 | 53631.3324 |
Total P&L (%) | 75.9273 | 40.8904 | 35.0369 | 84.6809 | 31.0496 | 53.6313 |
Avg Daily Profit (%) | 0.8746 | 0.471 | 0.4036 | 0.7092 | 0.312 | 0.4959 |
Buy And Hold Return (%) | 12.8109 | 12.8109 | 12.8109 | 12.8109 | 12.8109 | 12.8109 |
Max Trade Drawdown | -26580 | -18647 | -26580 | -36839 | -39563 | -36839 |
Profit Factor | 1.8466 | 1.7689 | 1.9598 | 1.5784 | 1.335 | 1.9984 |
Total Trades | 71 | 36 | 35 | 71 | 36 | 35 |
Winning Trades | 48 | 23 | 25 | 48 | 23 | 25 |
Losing Trades | 23 | 13 | 10 | 23 | 13 | 10 |
Profitability (%) | 67.6056 | 63.8889 | 71.4286 | 67.6056 | 63.8889 | 71.4286 |
Ratio Avg Win / Avg Loss | 0.8848 | 0.9998 | 0.7839 | 0.7563 | 0.7546 | 0.7994 |
Largest Winning Trade | 28509 | 28509 | 11398 | 29010 | 29010 | 19411 |
Largest Losing Trade | -26580 | -16353 | -26580 | -36839 | -34313 | -36839 |
Avg Bars in Trades | 336 | 384 | 286 | 336 | 384 | 286 |
Avg Bars in Winners | 249 | 239 | 258 | 249 | 239 | 258 |
Avg Bars in Losers | 517 | 640 | 357 | 517 | 640 | 357 |
Bars Traded | 23859 | 13838 | 10021 | 23859 | 13838 | 10021 |
Profit Streak | 1.3842 | 1.4815 | 0 | 1.3842 | 1.4815 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -80450 | 176240 | 280108 | -81443 | 16814 | 357622 |
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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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