Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 107931.5792 | 74531.2218 | 33400.3574 | 114769.5366 | 107559.8156 | 7209.7211 |
Total P&L (%) | 107.9316 | 74.5312 | 33.4004 | 114.7695 | 107.5598 | 7.2097 |
Avg Daily Profit (%) | 0.4145 | 0.2862 | 0.1283 | 0.294 | 0.2808 | 0.0267 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -55264 | -16938 | -57027 | -130342 | -22062 | -136278 |
Profit Factor | 1.633 | 2.445 | 1.2809 | 1.3451 | 2.2092 | 1.0296 |
Total Trades | 79 | 39 | 40 | 79 | 39 | 40 |
Winning Trades | 56 | 26 | 30 | 56 | 26 | 30 |
Losing Trades | 23 | 13 | 10 | 23 | 13 | 10 |
Profitability (%) | 70.8861 | 66.6667 | 75 | 70.8861 | 66.6667 | 75 |
Ratio Avg Win / Avg Loss | 0.6707 | 1.2225 | 0.427 | 0.5525 | 1.1046 | 0.3432 |
Largest Winning Trade | 26286 | 26286 | 19866 | 36816 | 36816 | 23213 |
Largest Losing Trade | -31966 | -14167 | -31966 | -84130 | -18989 | -84130 |
Avg Bars in Trades | 301 | 302 | 301 | 301 | 302 | 301 |
Avg Bars in Winners | 198 | 211 | 187 | 198 | 211 | 187 |
Avg Bars in Losers | 553 | 483 | 643 | 553 | 483 | 643 |
Bars Traded | 23854 | 11787 | 12067 | 23854 | 11787 | 12067 |
Profit Streak | 10.3322 | 27.4155 | 10.3322 | 10.3322 | 27.4155 | 10.3322 |
Trades During Streak | 2 | 3 | 1 | 2 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -18819 | 509609 | -23777 | -21470 | 491574 | -510040 |
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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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