Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 90492.3077 | 35637.5266 | 54854.7811 | 86956.4818 | 32728.2502 | 54228.2316 |
Total P&L (%) | 90.4923 | 35.6375 | 54.8548 | 86.9565 | 32.7283 | 54.2282 |
Avg Daily Profit (%) | 0.3475 | 0.1368 | 0.2106 | 0.2406 | 0.1088 | 0.1665 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -43889 | -57165 | -37701 | -58854 | -52785 | -63031 |
Profit Factor | 1.4752 | 1.3647 | 1.5916 | 1.3539 | 1.2696 | 1.4363 |
Total Trades | 75 | 38 | 37 | 75 | 38 | 37 |
Winning Trades | 34 | 15 | 19 | 34 | 15 | 19 |
Losing Trades | 41 | 23 | 18 | 41 | 23 | 18 |
Profitability (%) | 45.3333 | 39.4737 | 51.3514 | 45.3333 | 39.4737 | 51.3514 |
Ratio Avg Win / Avg Loss | 1.7789 | 2.0925 | 1.5078 | 1.6327 | 1.9467 | 1.3607 |
Largest Winning Trade | 31388 | 31388 | 16666 | 29534 | 29534 | 19845 |
Largest Losing Trade | -26842 | -14390 | -26842 | -44599 | -21177 | -44599 |
Avg Bars in Trades | 325 | 351 | 299 | 325 | 351 | 299 |
Avg Bars in Winners | 404 | 444 | 372 | 404 | 444 | 372 |
Avg Bars in Losers | 260 | 290 | 222 | 260 | 290 | 222 |
Bars Traded | 24412 | 13342 | 11070 | 24412 | 13342 | 11070 |
Profit Streak | 17.4815 | 17.4815 | 26.3252 | 17.4815 | 17.4815 | 26.3252 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -52273 | -16273 | 341346 | -53928 | -54532 | 252100 |
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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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