Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 316978.4388 | 170564.7294 | 146413.7095 | 904781.6705 | 407372.3218 | 497409.3488 |
Total P&L (%) | 316.9784 | 170.5647 | 146.4137 | 904.7817 | 407.3723 | 497.4093 |
Avg Daily Profit (%) | 0.6086 | 0.3275 | 0.2811 | 0.444 | 0.3123 | 0.3438 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -62238 | -62927 | -47048 | -450189 | -459028 | -365152 |
Profit Factor | 2.2748 | 2.2704 | 2.2801 | 1.7424 | 1.6423 | 1.851 |
Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Winning Trades | 57 | 27 | 30 | 57 | 27 | 30 |
Losing Trades | 21 | 12 | 9 | 21 | 12 | 9 |
Profitability (%) | 73.0769 | 69.2308 | 76.9231 | 73.0769 | 69.2308 | 76.9231 |
Ratio Avg Win / Avg Loss | 0.8381 | 1.0091 | 0.684 | 0.6419 | 0.7299 | 0.5553 |
Largest Winning Trade | 34260 | 34260 | 20411 | 148413 | 110620 | 148413 |
Largest Losing Trade | -44279 | -40889 | -44279 | -341340 | -341340 | -279872 |
Avg Bars in Trades | 316 | 356 | 275 | 316 | 356 | 275 |
Avg Bars in Winners | 227 | 224 | 230 | 227 | 224 | 230 |
Avg Bars in Losers | 555 | 653 | 425 | 555 | 653 | 425 |
Bars Traded | 24651 | 13902 | 10749 | 24651 | 13902 | 10749 |
Profit Streak | 15.4063 | 15.4063 | 38.1563 | 15.4063 | 15.4063 | 38.1563 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -21924 | 520167 | 513033 | -23941 | 411862 | 502507 |
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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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