Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 263426.8952 | 173524.9921 | 89901.9031 | 434414.9151 | 85476.0427 | 348938.8724 |
Total P&L (%) | 263.4269 | 173.525 | 89.9019 | 434.4149 | 85.476 | 348.9389 |
Avg Daily Profit (%) | 0.5058 | 0.3332 | 0.1726 | 0.3223 | 0.1187 | 0.2887 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -53508 | -43859 | -41795 | -338061 | -256037 | -206560 |
Profit Factor | 2.0096 | 2.3408 | 1.6837 | 1.3854 | 1.1409 | 1.6705 |
Total Trades | 75 | 37 | 38 | 75 | 37 | 38 |
Winning Trades | 31 | 14 | 17 | 31 | 14 | 17 |
Losing Trades | 44 | 23 | 21 | 44 | 23 | 21 |
Profitability (%) | 41.3333 | 37.8378 | 44.7368 | 41.3333 | 37.8378 | 44.7368 |
Ratio Avg Win / Avg Loss | 2.8524 | 3.8455 | 2.0799 | 1.9664 | 1.8743 | 2.0636 |
Largest Winning Trade | 92380 | 92380 | 29513 | 213800 | 213800 | 138847 |
Largest Losing Trade | -15457 | -12213 | -15457 | -82344 | -78031 | -82344 |
Avg Bars in Trades | 324 | 287 | 359 | 324 | 287 | 359 |
Avg Bars in Winners | 550 | 502 | 590 | 550 | 502 | 590 |
Avg Bars in Losers | 164 | 156 | 172 | 164 | 156 | 172 |
Bars Traded | 24309 | 10640 | 13669 | 24309 | 10640 | 13669 |
Profit Streak | 10.3385 | 0 | 11.5052 | 10.3385 | 0 | 11.5052 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -50507 | 285265 | 309821 | -54177 | -104333 | 344640 |
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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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