Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 199597.4611 | 114130.1675 | 85467.2936 | 156114.1425 | 68724.7248 | 87389.4176 |
Total P&L (%) | 199.5975 | 114.1302 | 85.4673 | 156.1141 | 68.7247 | 87.3894 |
Avg Daily Profit (%) | 0.3832 | 0.2191 | 0.1641 | 0.1807 | 0.1005 | 0.1207 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -60453 | -55492 | -59973 | -201345 | -179543 | -161371 |
Profit Factor | 1.5578 | 1.6651 | 1.4589 | 1.2255 | 1.1974 | 1.254 |
Total Trades | 79 | 39 | 40 | 79 | 39 | 40 |
Winning Trades | 57 | 27 | 30 | 57 | 27 | 30 |
Losing Trades | 22 | 12 | 10 | 22 | 12 | 10 |
Profitability (%) | 72.1519 | 69.2308 | 75 | 72.1519 | 69.2308 | 75 |
Ratio Avg Win / Avg Loss | 0.6012 | 0.74 | 0.4863 | 0.473 | 0.5322 | 0.418 |
Largest Winning Trade | 25359 | 25359 | 23999 | 64015 | 41408 | 64015 |
Largest Losing Trade | -47488 | -46069 | -47488 | -155240 | -155240 | -104428 |
Avg Bars in Trades | 310 | 346 | 275 | 310 | 346 | 275 |
Avg Bars in Winners | 188 | 191 | 185 | 188 | 191 | 185 |
Avg Bars in Losers | 627 | 695 | 545 | 627 | 695 | 545 |
Bars Traded | 24537 | 13505 | 11032 | 24537 | 13505 | 11032 |
Profit Streak | 17.7338 | 17.7338 | 40.0463 | 17.7338 | 17.7338 | 40.0463 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -18041 | 384182 | 389871 | -21802 | -61493 | -29672 |
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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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