Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 82822.5767 | 63326.7595 | 19495.8172 | 79264.6749 | 69613.6047 | 9651.0702 |
Total P&L (%) | 82.8226 | 63.3268 | 19.4958 | 79.2647 | 69.6136 | 9.6511 |
Avg Daily Profit (%) | 0.3301 | 0.2524 | 0.0777 | 0.2329 | 0.2108 | 0.0367 |
Buy And Hold Return (%) | 21.6432 | 21.6432 | 21.6432 | 21.6432 | 21.6432 | 21.6432 |
Max Trade Drawdown | -34201 | -19218 | -37075 | -45560 | -41102 | -39565 |
Profit Factor | 1.4474 | 1.8666 | 1.174 | 1.2855 | 1.6129 | 1.0588 |
Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Winning Trades | 50 | 25 | 25 | 50 | 25 | 25 |
Losing Trades | 28 | 14 | 14 | 28 | 14 | 14 |
Profitability (%) | 64.1026 | 64.1026 | 64.1026 | 64.1026 | 64.1026 | 64.1026 |
Ratio Avg Win / Avg Loss | 0.8105 | 1.0453 | 0.6574 | 0.7199 | 0.9032 | 0.593 |
Largest Winning Trade | 20710 | 20710 | 13611 | 19700 | 19700 | 14471 |
Largest Losing Trade | -34201 | -11986 | -34201 | -36558 | -25534 | -36558 |
Avg Bars in Trades | 292 | 284 | 299 | 292 | 284 | 299 |
Avg Bars in Winners | 195 | 193 | 196 | 195 | 193 | 196 |
Avg Bars in Losers | 464 | 447 | 482 | 464 | 447 | 482 |
Bars Traded | 22778 | 11112 | 11666 | 22778 | 11112 | 11666 |
Profit Streak | 18.9571 | 29.5925 | 0 | 18.9571 | 29.5925 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -31862 | 315034 | -285357 | -33828 | 233902 | -466654 |
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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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