Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 92154.3371 | 41041.9663 | 51112.3708 | 84825.1263 | 46766.3049 | 38058.8213 |
Total P&L (%) | 92.1543 | 41.042 | 51.1124 | 84.8251 | 46.7663 | 38.0588 |
Avg Daily Profit (%) | 0.3539 | 0.1576 | 0.1963 | 0.2361 | 0.1474 | 0.1239 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -44571 | -23626 | -44012 | -110411 | -49556 | -109492 |
Profit Factor | 1.5435 | 1.514 | 1.5697 | 1.2554 | 1.3232 | 1.2031 |
Total Trades | 69 | 34 | 35 | 69 | 34 | 35 |
Winning Trades | 54 | 26 | 28 | 54 | 26 | 28 |
Losing Trades | 15 | 8 | 7 | 15 | 8 | 7 |
Profitability (%) | 78.2609 | 76.4706 | 80 | 78.2609 | 76.4706 | 80 |
Ratio Avg Win / Avg Loss | 0.4288 | 0.4659 | 0.3924 | 0.3487 | 0.4071 | 0.3008 |
Largest Winning Trade | 15465 | 9602 | 15465 | 23265 | 16105 | 23265 |
Largest Losing Trade | -41526 | -17630 | -41526 | -105142 | -37769 | -105142 |
Avg Bars in Trades | 344 | 366 | 322 | 344 | 366 | 322 |
Avg Bars in Winners | 212 | 217 | 207 | 212 | 217 | 207 |
Avg Bars in Losers | 818 | 851 | 780 | 818 | 851 | 780 |
Bars Traded | 23739 | 12461 | 11278 | 23739 | 12461 | 11278 |
Profit Streak | 14.8825 | 21.8096 | 14.8825 | 14.8825 | 21.8096 | 14.8825 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -93817 | 267210 | 340807 | -96584 | 118181 | -29079 |
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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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