Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 111492.5197 | 52842.6431 | 58649.8767 | 156201.5253 | 54947.0933 | 101254.432 |
Total P&L (%) | 111.4925 | 52.8426 | 58.6499 | 156.2015 | 54.9471 | 101.2544 |
Avg Daily Profit (%) | 1.2843 | 0.6087 | 0.6756 | 1.0896 | 0.5057 | 0.8089 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -28228 | -17646 | -11159 | -57438 | -36532 | -23049 |
Profit Factor | 1.9942 | 1.7807 | 2.3191 | 1.7687 | 1.4433 | 2.2776 |
Total Trades | 77 | 38 | 39 | 77 | 38 | 39 |
Winning Trades | 31 | 13 | 18 | 31 | 13 | 18 |
Losing Trades | 46 | 25 | 21 | 46 | 25 | 21 |
Profitability (%) | 40.2597 | 34.2105 | 46.1538 | 40.2597 | 34.2105 | 46.1538 |
Ratio Avg Win / Avg Loss | 2.9591 | 3.4245 | 2.7056 | 2.6246 | 2.7756 | 2.6572 |
Largest Winning Trade | 32239 | 32239 | 26253 | 53275 | 43832 | 53275 |
Largest Losing Trade | -7200 | -6153 | -7200 | -15687 | -11028 | -15687 |
Avg Bars in Trades | 318 | 350 | 287 | 318 | 350 | 287 |
Avg Bars in Winners | 537 | 624 | 474 | 537 | 624 | 474 |
Avg Bars in Losers | 171 | 207 | 127 | 171 | 207 | 127 |
Bars Traded | 24535 | 13307 | 11228 | 24535 | 13307 | 11228 |
Profit Streak | 1.7029 | 0 | 5.998 | 1.7029 | 0 | 5.998 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -37392 | 189850 | 486368 | -37996 | 116189 | 549277 |
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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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