Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 88090.2584 | 66821.3999 | 21268.8585 | 74547.5042 | 49681.486 | 24866.0182 |
Total P&L (%) | 88.0903 | 66.8214 | 21.2689 | 74.5475 | 49.6815 | 24.866 |
Avg Daily Profit (%) | 0.3511 | 0.2663 | 0.0848 | 0.2222 | 0.1609 | 0.0885 |
Buy And Hold Return (%) | 21.2366 | 21.2366 | 21.2366 | 21.2366 | 21.2366 | 21.2366 |
Max Trade Drawdown | -68964 | -27123 | -45050 | -60129 | -53636 | -36371 |
Profit Factor | 1.5205 | 1.8322 | 1.2392 | 1.3765 | 1.4942 | 1.2551 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 60 | 31 | 29 | 60 | 31 | 29 |
Losing Trades | 16 | 7 | 9 | 16 | 7 | 9 |
Profitability (%) | 78.9474 | 81.5789 | 76.3158 | 78.9474 | 81.5789 | 76.3158 |
Ratio Avg Win / Avg Loss | 0.4055 | 0.4137 | 0.3846 | 0.3671 | 0.3374 | 0.3895 |
Largest Winning Trade | 17662 | 17662 | 9161 | 17828 | 17828 | 10935 |
Largest Losing Trade | -45050 | -21818 | -45050 | -41413 | -41413 | -36371 |
Avg Bars in Trades | 300 | 299 | 302 | 300 | 299 | 302 |
Avg Bars in Winners | 183 | 175 | 192 | 183 | 175 | 192 |
Avg Bars in Losers | 739 | 847 | 656 | 739 | 847 | 656 |
Bars Traded | 22872 | 11373 | 11499 | 22872 | 11373 | 11499 |
Profit Streak | 32.9298 | 43.7944 | 32.9298 | 32.9298 | 43.7944 | 32.9298 |
Trades During Streak | 3 | 4 | 1 | 3 | 4 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -43136 | 361145 | -244504 | -45684 | 230061 | -186672 |
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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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