Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 88818.1387 | 6887.9371 | 81930.2017 | 20571.8782 | 16255.2931 | 4316.5851 |
Total P&L (%) | 88.8181 | 6.8879 | 81.9302 | 20.5719 | 16.2553 | 4.3166 |
Avg Daily Profit (%) | 0.1705 | 0.0132 | 0.1573 | 0.0359 | 0.0289 | 0.0081 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -73024 | -9553 | -74725 | -164362 | -13742 | -170575 |
Profit Factor | 1.5391 | 1.3308 | 1.5693 | 1.0672 | 1.5869 | 1.0155 |
Total Trades | 83 | 42 | 41 | 83 | 42 | 41 |
Winning Trades | 47 | 20 | 27 | 47 | 20 | 27 |
Losing Trades | 36 | 22 | 14 | 36 | 22 | 14 |
Profitability (%) | 56.6265 | 47.619 | 65.8537 | 56.6265 | 47.619 | 65.8537 |
Ratio Avg Win / Avg Loss | 1.1789 | 1.4639 | 0.8137 | 0.8174 | 1.7456 | 0.5266 |
Largest Winning Trade | 26156 | 4018 | 26156 | 31184 | 7352 | 31184 |
Largest Losing Trade | -68754 | -4010 | -68754 | -148659 | -4994 | -148659 |
Avg Bars in Trades | 273 | 14 | 538 | 273 | 14 | 538 |
Avg Bars in Winners | 335 | 16 | 571 | 335 | 16 | 571 |
Avg Bars in Losers | 191 | 13 | 472 | 191 | 13 | 472 |
Bars Traded | 22678 | 619 | 22059 | 22678 | 619 | 22059 |
Profit Streak | 51.4688 | 51.4688 | 51.5313 | 51.4688 | 51.4688 | 51.5313 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 320954 | -340732 | 338578 | -299691 | -161011 | -550821 |
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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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