Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 160726.4774 | 82584.2308 | 78142.2466 | 221841.0024 | 97540.1821 | 124300.8203 |
Total P&L (%) | 160.7265 | 82.5842 | 78.1422 | 221.841 | 97.5402 | 124.3008 |
Avg Daily Profit (%) | 0.3608 | 0.1854 | 0.1754 | 0.2627 | 0.1529 | 0.1815 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -45752 | -21676 | -56231 | -155125 | -43026 | -113784 |
Profit Factor | 1.6813 | 1.8527 | 1.562 | 1.4641 | 1.4861 | 1.4482 |
Total Trades | 73 | 36 | 37 | 73 | 36 | 37 |
Winning Trades | 46 | 23 | 23 | 46 | 23 | 23 |
Losing Trades | 27 | 13 | 14 | 27 | 13 | 14 |
Profitability (%) | 63.0137 | 63.8889 | 62.1622 | 63.0137 | 63.8889 | 62.1622 |
Ratio Avg Win / Avg Loss | 0.9869 | 1.0472 | 0.9508 | 0.8594 | 0.84 | 0.8815 |
Largest Winning Trade | 34094 | 26139 | 34094 | 42329 | 30124 | 42329 |
Largest Losing Trade | -33566 | -21676 | -33566 | -84580 | -43026 | -84580 |
Avg Bars in Trades | 285 | 309 | 261 | 285 | 309 | 261 |
Avg Bars in Winners | 188 | 222 | 155 | 188 | 222 | 155 |
Avg Bars in Losers | 449 | 464 | 436 | 449 | 464 | 436 |
Bars Traded | 20825 | 11142 | 9683 | 20825 | 11142 | 9683 |
Profit Streak | 9.2997 | 18.0289 | 9.2997 | 9.2997 | 18.0289 | 9.2997 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -64606 | 412417 | 319308 | -66431 | 299821 | 296145 |
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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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