Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 133526.1249 | 70983.1904 | 62542.9344 | 214067.9103 | 85548.6776 | 128519.2328 |
Total P&L (%) | 133.5261 | 70.9832 | 62.5429 | 214.0679 | 85.5487 | 128.5192 |
Avg Daily Profit (%) | 1.5381 | 0.8177 | 0.7205 | 1.3271 | 0.7146 | 0.9566 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -36088 | -15582 | -36088 | -59663 | -48772 | -59663 |
Profit Factor | 2.4253 | 2.4249 | 2.4257 | 2.0439 | 1.6872 | 2.5949 |
Total Trades | 77 | 38 | 39 | 77 | 38 | 39 |
Winning Trades | 58 | 27 | 31 | 58 | 27 | 31 |
Losing Trades | 19 | 11 | 8 | 19 | 11 | 8 |
Profitability (%) | 75.3247 | 71.0526 | 79.4872 | 75.3247 | 71.0526 | 79.4872 |
Ratio Avg Win / Avg Loss | 0.7945 | 0.9879 | 0.626 | 0.6695 | 0.6874 | 0.6696 |
Largest Winning Trade | 20544 | 20544 | 13884 | 26149 | 22991 | 26149 |
Largest Losing Trade | -36088 | -13272 | -36088 | -59663 | -41722 | -59663 |
Avg Bars in Trades | 318 | 346 | 291 | 318 | 346 | 291 |
Avg Bars in Winners | 229 | 228 | 230 | 229 | 228 | 230 |
Avg Bars in Losers | 590 | 636 | 526 | 590 | 636 | 526 |
Bars Traded | 24546 | 13184 | 11362 | 24546 | 13184 | 11362 |
Profit Streak | 1.3884 | 0 | 7.3953 | 1.3884 | 0 | 7.3953 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -32037 | 554491 | 607579 | -32957 | 476412 | 666597 |
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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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