Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 365027.5059 | 85443.4897 | 279584.0162 | 897170.1655 | 277535.1712 | 619634.9943 |
Total P&L (%) | 365.0275 | 85.4435 | 279.584 | 897.1702 | 277.5352 | 619.635 |
Avg Daily Profit (%) | 0.3536 | 0.0828 | 0.2708 | 0.223 | 0.1288 | 0.1914 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -102042 | -66901 | -66669 | -363385 | -289080 | -301741 |
Profit Factor | 2.2048 | 1.4891 | 3.1796 | 1.9184 | 1.5376 | 2.3452 |
Total Trades | 77 | 39 | 38 | 77 | 39 | 38 |
Winning Trades | 52 | 25 | 27 | 52 | 25 | 27 |
Losing Trades | 25 | 14 | 11 | 25 | 14 | 11 |
Profitability (%) | 67.5325 | 64.1026 | 71.0526 | 67.5325 | 64.1026 | 71.0526 |
Ratio Avg Win / Avg Loss | 1.06 | 0.8339 | 1.2954 | 0.9223 | 0.8611 | 0.9554 |
Largest Winning Trade | 38034 | 29638 | 38034 | 142119 | 128206 | 142119 |
Largest Losing Trade | -66669 | -39959 | -66669 | -301741 | -220289 | -301741 |
Avg Bars in Trades | 71 | 59 | 82 | 71 | 59 | 82 |
Avg Bars in Winners | 74 | 52 | 94 | 74 | 52 | 94 |
Avg Bars in Losers | 65 | 72 | 55 | 65 | 72 | 55 |
Bars Traded | 5485 | 2332 | 3153 | 5485 | 2332 | 3153 |
Profit Streak | 95.4587 | 95.4587 | 192.9587 | 95.4587 | 95.4587 | 192.9587 |
Trades During Streak | 4 | 2 | 6 | 4 | 2 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -30309 | -80068 | 625403 | -33228 | -18433 | 497981 |
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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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