Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 220353.4248 | 140311.3968 | 80042.028 | 529668.2604 | 348343.3528 | 181324.9076 |
Total P&L (%) | 220.3534 | 140.3114 | 80.042 | 529.6683 | 348.3434 | 181.3249 |
Avg Daily Profit (%) | 0.8461 | 0.5388 | 0.3074 | 0.7091 | 0.5778 | 0.398 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -35464 | -21317 | -24582 | -146368 | -75597 | -120205 |
Profit Factor | 2.4243 | 3.0499 | 1.9279 | 2.0335 | 2.423 | 1.6774 |
Total Trades | 71 | 35 | 36 | 71 | 35 | 36 |
Winning Trades | 43 | 22 | 21 | 43 | 22 | 21 |
Losing Trades | 28 | 13 | 15 | 28 | 13 | 15 |
Profitability (%) | 60.5634 | 62.8571 | 58.3333 | 60.5634 | 62.8571 | 58.3333 |
Ratio Avg Win / Avg Loss | 1.5786 | 1.8022 | 1.377 | 1.3242 | 1.4317 | 1.1981 |
Largest Winning Trade | 37075 | 36484 | 37075 | 134808 | 134808 | 66538 |
Largest Losing Trade | -16758 | -13789 | -16758 | -86448 | -73186 | -86448 |
Avg Bars in Trades | 338 | 328 | 348 | 338 | 328 | 348 |
Avg Bars in Winners | 270 | 284 | 256 | 270 | 284 | 256 |
Avg Bars in Losers | 443 | 404 | 478 | 443 | 404 | 478 |
Bars Traded | 24059 | 11511 | 12548 | 24059 | 11511 | 12548 |
Profit Streak | 11.9658 | 11.9658 | 25.9762 | 11.9658 | 11.9658 | 25.9762 |
Trades During Streak | 5 | 2 | 4 | 5 | 2 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -72011 | 636884 | 441872 | -74277 | 565332 | 452352 |
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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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