Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 74550.307 | 38484.446 | 36065.861 | 84649.0027 | 31044.0587 | 53604.944 |
Total P&L (%) | 74.5503 | 38.4844 | 36.0659 | 84.649 | 31.0441 | 53.6049 |
Avg Daily Profit (%) | 0.8588 | 0.4433 | 0.4155 | 0.709 | 0.3119 | 0.4957 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -25761 | -21005 | -25761 | -35943 | -38835 | -35943 |
Profit Factor | 1.8308 | 1.627 | 2.2723 | 1.6068 | 1.3128 | 2.3312 |
Total Trades | 77 | 38 | 39 | 77 | 38 | 39 |
Winning Trades | 56 | 23 | 33 | 56 | 23 | 33 |
Losing Trades | 21 | 15 | 6 | 21 | 15 | 6 |
Profitability (%) | 72.7273 | 60.5263 | 84.6154 | 72.7273 | 60.5263 | 84.6154 |
Ratio Avg Win / Avg Loss | 0.6866 | 1.0611 | 0.4131 | 0.6026 | 0.8562 | 0.4239 |
Largest Winning Trade | 19601 | 19601 | 12801 | 19327 | 19327 | 16415 |
Largest Losing Trade | -25761 | -11452 | -25761 | -35943 | -21090 | -35943 |
Avg Bars in Trades | 315 | 527 | 108 | 315 | 527 | 108 |
Avg Bars in Winners | 190 | 329 | 94 | 190 | 329 | 94 |
Avg Bars in Losers | 647 | 830 | 189 | 647 | 830 | 189 |
Bars Traded | 24288 | 20041 | 4247 | 24288 | 20041 | 4247 |
Profit Streak | 1.8552 | 0 | 9.4142 | 1.8552 | 0 | 9.4142 |
Trades During Streak | 1 | 0 | 4 | 1 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -33708 | 314781 | 447774 | -34969 | 125497 | 529784 |
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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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