Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 450402.6106 | 309797.107 | 140605.5036 | 740466.2732 | 447960.4521 | 292505.8211 |
Total P&L (%) | 450.4026 | 309.7971 | 140.6055 | 740.4663 | 447.9605 | 292.5058 |
Avg Daily Profit (%) | 0.3309 | 0.2276 | 0.1033 | 0.1565 | 0.125 | 0.1005 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -62591 | -57621 | -72429 | -516691 | -309100 | -410831 |
Profit Factor | 1.9991 | 2.308 | 1.6572 | 1.4021 | 1.4872 | 1.3172 |
Total Trades | 71 | 36 | 35 | 71 | 36 | 35 |
Winning Trades | 30 | 14 | 16 | 30 | 14 | 16 |
Losing Trades | 41 | 22 | 19 | 41 | 22 | 19 |
Profitability (%) | 42.2535 | 38.8889 | 45.7143 | 42.2535 | 38.8889 | 45.7143 |
Ratio Avg Win / Avg Loss | 2.7321 | 3.6269 | 1.9679 | 1.9162 | 2.3371 | 1.5642 |
Largest Winning Trade | 214393 | 214393 | 55383 | 361078 | 281156 | 361078 |
Largest Losing Trade | -29549 | -23255 | -29549 | -302769 | -174128 | -302769 |
Avg Bars in Trades | 72 | 62 | 82 | 72 | 62 | 82 |
Avg Bars in Winners | 114 | 88 | 137 | 114 | 88 | 137 |
Avg Bars in Losers | 41 | 45 | 35 | 41 | 45 | 35 |
Bars Traded | 5119 | 2246 | 2873 | 5119 | 2246 | 2873 |
Profit Streak | 19.7914 | 33.7914 | 0 | 19.7914 | 33.7914 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -81195 | 304912 | -53622 | -84248 | -27530 | -59181 |
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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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