Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 127112.2458 | 68475.535 | 58636.7108 | 206863.3591 | 88720.0681 | 118143.2909 |
Total P&L (%) | 127.1122 | 68.4755 | 58.6367 | 206.8634 | 88.7201 | 118.1433 |
Avg Daily Profit (%) | 1.4643 | 0.7888 | 0.6755 | 1.3 | 0.7343 | 0.9025 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -27264 | -16546 | -27942 | -49275 | -53412 | -45323 |
Profit Factor | 2.5231 | 2.4541 | 2.6125 | 2.1202 | 1.7802 | 2.665 |
Total Trades | 73 | 36 | 37 | 73 | 36 | 37 |
Winning Trades | 59 | 28 | 31 | 59 | 28 | 31 |
Losing Trades | 14 | 8 | 6 | 14 | 8 | 6 |
Profitability (%) | 80.8219 | 77.7778 | 83.7838 | 80.8219 | 77.7778 | 83.7838 |
Ratio Avg Win / Avg Loss | 0.5987 | 0.7012 | 0.5057 | 0.5031 | 0.5086 | 0.5158 |
Largest Winning Trade | 20201 | 20201 | 14364 | 29143 | 23906 | 29143 |
Largest Losing Trade | -27264 | -14687 | -27264 | -47379 | -47379 | -44358 |
Avg Bars in Trades | 329 | 365 | 295 | 329 | 365 | 295 |
Avg Bars in Winners | 207 | 222 | 193 | 207 | 222 | 193 |
Avg Bars in Losers | 846 | 867 | 817 | 846 | 867 | 817 |
Bars Traded | 24082 | 13163 | 10920 | 24082 | 13163 | 10920 |
Profit Streak | 2.1142 | 9.517 | 2.1142 | 2.1142 | 9.517 | 2.1142 |
Trades During Streak | 2 | 4 | 1 | 2 | 4 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -60129 | 636832 | 485168 | -61049 | 576897 | 557607 |
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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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