Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 375842.8106 | 194288.4442 | 181554.3664 | 1060213.2052 | 510485.6175 | 549727.5877 |
Total P&L (%) | 375.8428 | 194.2884 | 181.5544 | 1060.2132 | 510.4856 | 549.7276 |
Avg Daily Profit (%) | 0.3338 | 0.1725 | 0.1612 | 0.2179 | 0.1608 | 0.1663 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -60249 | -57927 | -46886 | -324690 | -324690 | -187799 |
Profit Factor | 2.2327 | 2.0649 | 2.4829 | 1.7436 | 1.5682 | 2.0423 |
Total Trades | 73 | 37 | 36 | 73 | 37 | 36 |
Winning Trades | 50 | 25 | 25 | 50 | 25 | 25 |
Losing Trades | 23 | 12 | 11 | 23 | 12 | 11 |
Profitability (%) | 68.4932 | 67.5676 | 69.4444 | 68.4932 | 67.5676 | 69.4444 |
Ratio Avg Win / Avg Loss | 1.027 | 0.9911 | 1.0925 | 0.8021 | 0.7528 | 0.8986 |
Largest Winning Trade | 54121 | 53852 | 54121 | 386184 | 269204 | 386184 |
Largest Losing Trade | -41260 | -41260 | -34528 | -324690 | -324690 | -187799 |
Avg Bars in Trades | 83 | 82 | 84 | 83 | 82 | 84 |
Avg Bars in Winners | 90 | 91 | 89 | 90 | 91 | 89 |
Avg Bars in Losers | 69 | 65 | 72 | 69 | 65 | 72 |
Bars Traded | 6114 | 3067 | 3047 | 6114 | 3067 | 3047 |
Profit Streak | 100.149 | 183.3157 | 0 | 100.149 | 183.3157 | 0 |
Trades During Streak | 1 | 3 | 0 | 1 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -61139 | 438264 | 483450 | -64323 | 410365 | 409409 |
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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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