Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 313010.5449 | 185581.2869 | 127429.2581 | 114085.0394 | 45262.1163 | 68822.9231 |
Total P&L (%) | 313.0105 | 185.5813 | 127.4293 | 114.085 | 45.2621 | 68.8229 |
Avg Daily Profit (%) | 0.3063 | 0.1816 | 0.1247 | 0.0745 | 0.0365 | 0.0513 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -129160 | -118111 | -89424 | -147164 | -102903 | -115815 |
Profit Factor | 1.7376 | 1.6428 | 1.9393 | 1.299 | 1.1878 | 1.4899 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 39 | 17 | 22 | 39 | 17 | 22 |
Losing Trades | 33 | 19 | 14 | 33 | 19 | 14 |
Profitability (%) | 54.1667 | 47.2222 | 61.1111 | 54.1667 | 47.2222 | 61.1111 |
Ratio Avg Win / Avg Loss | 1.4703 | 1.8361 | 1.2341 | 1.0992 | 1.3275 | 0.9481 |
Largest Winning Trade | 185500 | 185500 | 33993 | 63532 | 63532 | 42922 |
Largest Losing Trade | -75908 | -75908 | -27558 | -60778 | -60778 | -41995 |
Avg Bars in Trades | 53 | 58 | 48 | 53 | 58 | 48 |
Avg Bars in Winners | 58 | 63 | 55 | 58 | 63 | 55 |
Avg Bars in Losers | 47 | 54 | 36 | 47 | 54 | 36 |
Bars Traded | 3852 | 2116 | 1736 | 3852 | 2116 | 1736 |
Profit Streak | 94.5464 | 94.5464 | 243.7964 | 94.5464 | 94.5464 | 243.7964 |
Trades During Streak | 6 | 3 | 6 | 6 | 3 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -70764 | 390635 | -21124 | -174860 | -159542 | -122106 |
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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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