Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 242925.3094 | 150387.2927 | 92538.0167 | 355491.8972 | 253421.2835 | 102070.6137 |
Total P&L (%) | 242.9253 | 150.3873 | 92.538 | 355.4919 | 253.4213 | 102.0706 |
Avg Daily Profit (%) | 0.4664 | 0.2887 | 0.1777 | 0.2915 | 0.2427 | 0.1352 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -104667 | -49810 | -65770 | -410155 | -225774 | -236324 |
Profit Factor | 1.7996 | 2.1083 | 1.5504 | 1.3121 | 1.519 | 1.1569 |
Total Trades | 69 | 35 | 34 | 69 | 35 | 34 |
Winning Trades | 37 | 17 | 20 | 37 | 17 | 20 |
Losing Trades | 32 | 18 | 14 | 32 | 18 | 14 |
Profitability (%) | 53.6232 | 48.5714 | 58.8235 | 53.6232 | 48.5714 | 58.8235 |
Ratio Avg Win / Avg Loss | 1.5564 | 2.2323 | 1.0853 | 1.1348 | 1.6084 | 0.8098 |
Largest Winning Trade | 74705 | 74705 | 25114 | 154812 | 154812 | 99595 |
Largest Losing Trade | -39348 | -22500 | -39348 | -136992 | -87682 | -136992 |
Avg Bars in Trades | 352 | 394 | 309 | 352 | 394 | 309 |
Avg Bars in Winners | 382 | 376 | 388 | 382 | 376 | 388 |
Avg Bars in Losers | 317 | 411 | 196 | 317 | 411 | 196 |
Bars Traded | 24329 | 13813 | 10516 | 24329 | 13813 | 10516 |
Profit Streak | 18.194 | 18.194 | 20.694 | 18.194 | 18.194 | 20.694 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -91721 | 425468 | 365583 | -96471 | 358170 | -61115 |
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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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