Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 76762.1556 | 45636.1594 | 31125.9962 | 60431.2087 | 68685.2942 | -8254.0855 |
Total P&L (%) | 76.7622 | 45.6362 | 31.126 | 60.4312 | 68.6853 | -8.2541 |
Avg Daily Profit (%) | 0.2948 | 0.1752 | 0.1195 | 0.1817 | 0.201 | -0.0331 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -63563 | -16738 | -61266 | -145393 | -25027 | -140477 |
Profit Factor | 1.4348 | 1.6982 | 1.2799 | 1.1888 | 1.705 | 0.9629 |
Total Trades | 71 | 35 | 36 | 71 | 35 | 36 |
Winning Trades | 50 | 24 | 26 | 50 | 24 | 26 |
Losing Trades | 21 | 11 | 10 | 21 | 11 | 10 |
Profitability (%) | 70.4225 | 68.5714 | 72.2222 | 70.4225 | 68.5714 | 72.2222 |
Ratio Avg Win / Avg Loss | 0.6026 | 0.7784 | 0.4923 | 0.4993 | 0.7815 | 0.3704 |
Largest Winning Trade | 21129 | 21129 | 11457 | 21532 | 21532 | 18195 |
Largest Losing Trade | -34012 | -15798 | -34012 | -92101 | -25027 | -92101 |
Avg Bars in Trades | 340 | 304 | 375 | 340 | 304 | 375 |
Avg Bars in Winners | 231 | 232 | 230 | 231 | 232 | 230 |
Avg Bars in Losers | 599 | 462 | 750 | 599 | 462 | 750 |
Bars Traded | 24182 | 10674 | 13508 | 24182 | 10674 | 13508 |
Profit Streak | 5.4688 | 12.1251 | 5.4688 | 5.4688 | 12.1251 | 5.4688 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -80898 | 279072 | -35969 | -96269 | 346273 | -578587 |
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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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