Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 282313.8099 | 114541.7906 | 167772.0193 | 305235.7323 | 72671.0584 | 232564.6739 |
Total P&L (%) | 282.3138 | 114.5418 | 167.772 | 305.2357 | 72.6711 | 232.5647 |
Avg Daily Profit (%) | 0.2524 | 0.1024 | 0.15 | 0.1252 | 0.0488 | 0.1075 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -80417 | -47303 | -77208 | -329161 | -284964 | -243677 |
Profit Factor | 1.9792 | 1.7699 | 2.2025 | 1.2947 | 1.1336 | 1.4731 |
Total Trades | 79 | 40 | 39 | 79 | 40 | 39 |
Winning Trades | 44 | 19 | 25 | 44 | 19 | 25 |
Losing Trades | 35 | 21 | 14 | 35 | 21 | 14 |
Profitability (%) | 55.6962 | 47.5 | 64.1026 | 55.6962 | 47.5 | 64.1026 |
Ratio Avg Win / Avg Loss | 1.5744 | 1.9562 | 1.2334 | 1.0299 | 1.2529 | 0.8249 |
Largest Winning Trade | 41004 | 41004 | 39121 | 164804 | 101735 | 164804 |
Largest Losing Trade | -77208 | -22700 | -77208 | -243677 | -70995 | -243677 |
Avg Bars in Trades | 164 | 102 | 228 | 164 | 102 | 228 |
Avg Bars in Winners | 218 | 136 | 281 | 218 | 136 | 281 |
Avg Bars in Losers | 97 | 72 | 134 | 97 | 72 | 134 |
Bars Traded | 13031 | 4108 | 8923 | 13031 | 4108 | 8923 |
Profit Streak | 26.0769 | 43.7435 | 0 | 26.0769 | 43.7435 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -18168 | -53319 | 435202 | -55866 | -201680 | -48179 |
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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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