Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 415840.7366 | 388839.6842 | 27001.0523 | 92165.0221 | 39452.8698 | 52712.1522 |
Total P&L (%) | 415.8407 | 388.8397 | 27.0011 | 92.165 | 39.4529 | 52.7122 |
Avg Daily Profit (%) | 0.1777 | 0.1662 | 0.0115 | 0.0279 | 0.0142 | 0.0181 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -147105 | -80477 | -186975 | -136313 | -66100 | -128446 |
Profit Factor | 1.701 | 2.3084 | 1.0912 | 1.1765 | 1.1488 | 1.2051 |
Total Trades | 77 | 38 | 39 | 77 | 38 | 39 |
Winning Trades | 34 | 18 | 16 | 34 | 18 | 16 |
Losing Trades | 43 | 20 | 23 | 43 | 20 | 23 |
Profitability (%) | 44.1558 | 47.3684 | 41.0256 | 44.1558 | 47.3684 | 41.0256 |
Ratio Avg Win / Avg Loss | 2.1513 | 2.5649 | 1.5686 | 1.4879 | 1.2764 | 1.7323 |
Largest Winning Trade | 250940 | 250940 | 67437 | 79357 | 79357 | 50214 |
Largest Losing Trade | -57596 | -57596 | -32866 | -50085 | -49245 | -50085 |
Avg Bars in Trades | 176 | 161 | 190 | 176 | 161 | 190 |
Avg Bars in Winners | 280 | 241 | 325 | 280 | 241 | 325 |
Avg Bars in Losers | 93 | 90 | 97 | 93 | 90 | 97 |
Bars Traded | 13593 | 6154 | 7440 | 13593 | 6154 | 7440 |
Profit Streak | 39.0542 | 54.3875 | 39.0542 | 39.0542 | 54.3875 | 39.0542 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -36908 | 406060 | -302790 | -229531 | -233460 | -172138 |
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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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