Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 78817.0891 | 26280.3452 | 52536.7438 | 71548.0478 | 63510.5532 | 8037.4946 |
Total P&L (%) | 78.8171 | 26.2803 | 52.5367 | 71.548 | 63.5106 | 8.0375 |
Avg Daily Profit (%) | 0.3027 | 0.1009 | 0.2017 | 0.2075 | 0.189 | 0.0297 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -78819 | -8884 | -81314 | -219945 | -25525 | -228124 |
Profit Factor | 1.4779 | 1.5173 | 1.4604 | 1.1668 | 1.5698 | 1.0253 |
Total Trades | 77 | 38 | 39 | 77 | 38 | 39 |
Winning Trades | 50 | 23 | 27 | 50 | 23 | 27 |
Losing Trades | 27 | 15 | 12 | 27 | 15 | 12 |
Profitability (%) | 64.9351 | 60.5263 | 69.2308 | 64.9351 | 60.5263 | 69.2308 |
Ratio Avg Win / Avg Loss | 0.7981 | 0.9895 | 0.649 | 0.6301 | 1.0238 | 0.4557 |
Largest Winning Trade | 14544 | 13602 | 14544 | 42710 | 42710 | 37026 |
Largest Losing Trade | -29492 | -8884 | -29492 | -79960 | -25525 | -79960 |
Avg Bars in Trades | 318 | 78 | 551 | 318 | 78 | 551 |
Avg Bars in Winners | 246 | 66 | 400 | 246 | 66 | 400 |
Avg Bars in Losers | 450 | 96 | 893 | 450 | 96 | 893 |
Bars Traded | 24492 | 2977 | 21516 | 24492 | 2977 | 21516 |
Profit Streak | 7.4955 | 0 | 7.8184 | 7.4955 | 0 | 7.8184 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -36777 | -61967 | 275870 | -75834 | 317116 | -511553 |
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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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