Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 93009.1585 | 42877.2758 | 50131.8827 | 85769.7313 | 47621.2468 | 38148.4845 |
Total P&L (%) | 93.0092 | 42.8773 | 50.1319 | 85.7697 | 47.6212 | 38.1485 |
Avg Daily Profit (%) | 0.3572 | 0.1646 | 0.1925 | 0.2381 | 0.1497 | 0.1242 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -41343 | -28056 | -43933 | -101562 | -58897 | -109966 |
Profit Factor | 1.5442 | 1.5285 | 1.5583 | 1.2505 | 1.3137 | 1.2002 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 60 | 28 | 32 | 60 | 28 | 32 |
Losing Trades | 14 | 9 | 5 | 14 | 9 | 5 |
Profitability (%) | 81.0811 | 75.6757 | 86.4865 | 81.0811 | 75.6757 | 86.4865 |
Ratio Avg Win / Avg Loss | 0.3603 | 0.4913 | 0.2435 | 0.2918 | 0.4222 | 0.1875 |
Largest Winning Trade | 15589 | 11681 | 15589 | 24379 | 13330 | 24379 |
Largest Losing Trade | -41343 | -17355 | -41343 | -101562 | -36524 | -101562 |
Avg Bars in Trades | 315 | 342 | 288 | 315 | 342 | 288 |
Avg Bars in Winners | 196 | 193 | 200 | 196 | 193 | 200 |
Avg Bars in Losers | 825 | 808 | 856 | 825 | 808 | 856 |
Bars Traded | 23368 | 12683 | 10685 | 23368 | 12683 | 10685 |
Profit Streak | 16.0669 | 22.994 | 16.0669 | 16.0669 | 22.994 | 16.0669 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -55958 | 275443 | 357661 | -58769 | 223004 | -28121 |
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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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