Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 79170.1934 | 1135.5481 | 78034.6453 | 86045.7525 | -6997.2301 | 93042.9826 |
Total P&L (%) | 79.1702 | 1.1355 | 78.0346 | 86.0458 | -6.9972 | 93.043 |
Avg Daily Profit (%) | 0.304 | 0.0044 | 0.2996 | 0.2387 | -0.0279 | 0.2529 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -31560 | -26136 | -25397 | -62489 | -33766 | -49656 |
Profit Factor | 1.6146 | 1.0195 | 2.1066 | 1.3951 | 0.9229 | 1.7327 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 40 | 17 | 23 | 40 | 17 | 23 |
Losing Trades | 32 | 19 | 13 | 32 | 19 | 13 |
Profitability (%) | 55.5556 | 47.2222 | 63.8889 | 55.5556 | 47.2222 | 63.8889 |
Ratio Avg Win / Avg Loss | 1.2917 | 1.1394 | 1.1907 | 1.1161 | 1.0315 | 0.9794 |
Largest Winning Trade | 15218 | 14923 | 15218 | 21252 | 14397 | 21252 |
Largest Losing Trade | -26136 | -26136 | -14476 | -33766 | -33766 | -26163 |
Avg Bars in Trades | 332 | 74 | 590 | 332 | 74 | 590 |
Avg Bars in Winners | 301 | 60 | 480 | 301 | 60 | 480 |
Avg Bars in Losers | 370 | 86 | 787 | 370 | 86 | 787 |
Bars Traded | 23940 | 2667 | 21273 | 23940 | 2667 | 21273 |
Profit Streak | 8.7522 | 11.2835 | 0 | 8.7522 | 11.2835 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -73050 | -553256 | 423733 | -74888 | -580497 | 323371 |
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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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