Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 122337.2563 | 38421.776 | 83915.4803 | 171701.6463 | 73066.7608 | 98634.8855 |
Total P&L (%) | 122.3373 | 38.4218 | 83.9155 | 171.7016 | 73.0668 | 98.6349 |
Avg Daily Profit (%) | 0.4698 | 0.1475 | 0.3222 | 0.3846 | 0.2108 | 0.2639 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -20142 | -19025 | -25551 | -56699 | -25897 | -73343 |
Profit Factor | 2.1555 | 2.0871 | 2.1897 | 1.7608 | 2.1466 | 1.609 |
Total Trades | 71 | 36 | 35 | 71 | 36 | 35 |
Winning Trades | 35 | 17 | 18 | 35 | 17 | 18 |
Losing Trades | 36 | 19 | 17 | 36 | 19 | 17 |
Profitability (%) | 49.2958 | 47.2222 | 51.4286 | 49.2958 | 47.2222 | 51.4286 |
Ratio Avg Win / Avg Loss | 2.2171 | 2.3327 | 2.0681 | 1.8111 | 2.3991 | 1.5196 |
Largest Winning Trade | 34515 | 34515 | 24188 | 49049 | 48595 | 49049 |
Largest Losing Trade | -15313 | -7310 | -15313 | -44893 | -10205 | -44893 |
Avg Bars in Trades | 334 | 64 | 612 | 334 | 64 | 612 |
Avg Bars in Winners | 560 | 90 | 1003 | 560 | 90 | 1003 |
Avg Bars in Losers | 115 | 40 | 199 | 115 | 40 | 199 |
Bars Traded | 23755 | 2305 | 21450 | 23755 | 2305 | 21450 |
Profit Streak | 16.7871 | 16.7871 | 16.7975 | 16.7871 | 16.7871 | 16.7975 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -77851 | 130006 | 438636 | -79341 | 356086 | 380339 |
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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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