Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 119128.5585 | 58669.9628 | 60458.5957 | 154306.2109 | 65213.9251 | 89092.2858 |
Total P&L (%) | 119.1286 | 58.67 | 60.4586 | 154.3062 | 65.2139 | 89.0923 |
Avg Daily Profit (%) | 0.2287 | 0.1126 | 0.1161 | 0.1794 | 0.0964 | 0.1224 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -54258 | -45743 | -37375 | -137349 | -72311 | -118384 |
Profit Factor | 1.5732 | 1.565 | 1.5813 | 1.3818 | 1.3429 | 1.4163 |
Total Trades | 83 | 41 | 42 | 83 | 41 | 42 |
Winning Trades | 50 | 23 | 27 | 50 | 23 | 27 |
Losing Trades | 33 | 18 | 15 | 33 | 18 | 15 |
Profitability (%) | 60.241 | 56.0976 | 64.2857 | 60.241 | 56.0976 | 64.2857 |
Ratio Avg Win / Avg Loss | 1.0383 | 1.2248 | 0.8785 | 0.912 | 1.051 | 0.7868 |
Largest Winning Trade | 26400 | 19367 | 26400 | 64525 | 28577 | 64525 |
Largest Losing Trade | -14985 | -11240 | -14985 | -45799 | -29813 | -45799 |
Avg Bars in Trades | 292 | 266 | 316 | 292 | 266 | 316 |
Avg Bars in Winners | 249 | 206 | 285 | 249 | 206 | 285 |
Avg Bars in Losers | 357 | 343 | 373 | 357 | 343 | 373 |
Bars Traded | 24237 | 10940 | 13297 | 24237 | 10940 | 13297 |
Profit Streak | 21.7734 | 0 | 41.6067 | 21.7734 | 0 | 41.6067 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 357427 | -41404 | -36217 | 240132 | -63928 | -28175 |
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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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