Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 81277.9553 | 64733.7409 | 16544.2144 | 61748.5818 | 43562.7282 | 18185.8536 |
Total P&L (%) | 81.278 | 64.7337 | 16.5442 | 61.7486 | 43.5627 | 18.1859 |
Avg Daily Profit (%) | 0.3239 | 0.258 | 0.0659 | 0.1918 | 0.1442 | 0.0666 |
Buy And Hold Return (%) | 20.994 | 20.994 | 20.994 | 20.994 | 20.994 | 20.994 |
Max Trade Drawdown | -64834 | -28325 | -43039 | -71861 | -57091 | -34697 |
Profit Factor | 1.4515 | 1.7299 | 1.1812 | 1.2893 | 1.386 | 1.1808 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 58 | 30 | 28 | 58 | 30 | 28 |
Losing Trades | 16 | 7 | 9 | 16 | 7 | 9 |
Profitability (%) | 78.3784 | 81.0811 | 75.6757 | 78.3784 | 81.0811 | 75.6757 |
Ratio Avg Win / Avg Loss | 0.4004 | 0.4036 | 0.3797 | 0.3557 | 0.3234 | 0.3795 |
Largest Winning Trade | 21406 | 21406 | 7996 | 20742 | 20742 | 10661 |
Largest Losing Trade | -43039 | -22406 | -43039 | -42948 | -42948 | -34697 |
Avg Bars in Trades | 309 | 306 | 311 | 309 | 306 | 311 |
Avg Bars in Winners | 185 | 172 | 199 | 185 | 172 | 199 |
Avg Bars in Losers | 757 | 884 | 658 | 757 | 884 | 658 |
Bars Traded | 22866 | 11358 | 11508 | 22866 | 11358 | 11508 |
Profit Streak | 19.1079 | 29.8684 | 19.1079 | 19.1079 | 29.8684 | 19.1079 |
Trades During Streak | 3 | 3 | 1 | 3 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -59087 | 346344 | -291108 | -62035 | -3919 | -290646 |
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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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