Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 333559.6062 | 61207.7103 | 272351.8958 | 521762.8731 | 111434.6001 | 410328.273 |
Total P&L (%) | 333.5596 | 61.2077 | 272.3519 | 521.7629 | 111.4346 | 410.3283 |
Avg Daily Profit (%) | 0.2175 | 0.0399 | 0.1776 | 0.1192 | 0.0488 | 0.1064 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -124557 | -138798 | -46456 | -128823 | -130749 | -44431 |
Profit Factor | 1.8039 | 1.2505 | 2.5967 | 1.93 | 1.3429 | 2.738 |
Total Trades | 73 | 37 | 36 | 73 | 37 | 36 |
Winning Trades | 38 | 16 | 22 | 38 | 16 | 22 |
Losing Trades | 35 | 21 | 14 | 35 | 21 | 14 |
Profitability (%) | 52.0548 | 43.2432 | 61.1111 | 52.0548 | 43.2432 | 61.1111 |
Ratio Avg Win / Avg Loss | 1.6615 | 1.6412 | 1.6525 | 1.7776 | 1.7626 | 1.7423 |
Largest Winning Trade | 54882 | 54882 | 54415 | 102773 | 85349 | 102773 |
Largest Losing Trade | -38450 | -30899 | -38450 | -44466 | -44466 | -40601 |
Avg Bars in Trades | 120 | 74 | 167 | 120 | 74 | 167 |
Avg Bars in Winners | 155 | 76 | 212 | 155 | 76 | 212 |
Avg Bars in Losers | 82 | 72 | 96 | 82 | 72 | 96 |
Bars Traded | 8783 | 2749 | 6034 | 8783 | 2749 | 6034 |
Profit Streak | 52.2972 | 68.1305 | 52.2972 | 52.2972 | 68.1305 | 52.2972 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -63408 | -140928 | 517796 | -104326 | -127877 | -43774 |
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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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