Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 238985.7521 | 34857.1106 | 204128.6416 | 241619.9979 | 117257.2096 | 124362.7883 |
Total P&L (%) | 238.9858 | 34.8571 | 204.1286 | 241.62 | 117.2572 | 124.3628 |
Avg Daily Profit (%) | 0.1854 | 0.027 | 0.1584 | 0.0954 | 0.0602 | 0.0627 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -73294 | -33793 | -70701 | -248488 | -55871 | -239120 |
Profit Factor | 1.6225 | 1.2898 | 1.7742 | 1.2455 | 1.5452 | 1.1617 |
Total Trades | 75 | 38 | 37 | 75 | 38 | 37 |
Winning Trades | 50 | 24 | 26 | 50 | 24 | 26 |
Losing Trades | 25 | 14 | 11 | 25 | 14 | 11 |
Profitability (%) | 66.6667 | 63.1579 | 70.2703 | 66.6667 | 63.1579 | 70.2703 |
Ratio Avg Win / Avg Loss | 0.8112 | 0.7524 | 0.7506 | 0.6228 | 0.9014 | 0.4915 |
Largest Winning Trade | 43920 | 15746 | 43920 | 97441 | 36905 | 97441 |
Largest Losing Trade | -47049 | -20147 | -47049 | -225031 | -39905 | -225031 |
Avg Bars in Trades | 49 | 15 | 85 | 49 | 15 | 85 |
Avg Bars in Winners | 37 | 14 | 59 | 37 | 14 | 59 |
Avg Bars in Losers | 74 | 17 | 145 | 74 | 17 | 145 |
Bars Traded | 3744 | 585 | 3158 | 3744 | 585 | 3158 |
Profit Streak | 91.3469 | 249.0135 | 91.3469 | 91.3469 | 249.0135 | 91.3469 |
Trades During Streak | 5 | 8 | 2 | 5 | 8 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -49604 | -157610 | 412005 | -124977 | -109141 | -149898 |
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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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