Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 290343.915 | 108388.8129 | 181955.1021 | 355829.9543 | 178273.388 | 177556.5663 |
Total P&L (%) | 290.3439 | 108.3888 | 181.9551 | 355.83 | 178.2734 | 177.5566 |
Avg Daily Profit (%) | 0.2835 | 0.1058 | 0.1777 | 0.1482 | 0.1 | 0.0997 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -138449 | -138915 | -60600 | -573733 | -433100 | -229921 |
Profit Factor | 1.8205 | 1.4887 | 2.3776 | 1.2938 | 1.266 | 1.3281 |
Total Trades | 75 | 37 | 38 | 75 | 37 | 38 |
Winning Trades | 41 | 15 | 26 | 41 | 15 | 26 |
Losing Trades | 34 | 22 | 12 | 34 | 22 | 12 |
Profitability (%) | 54.6667 | 40.5405 | 68.4211 | 54.6667 | 40.5405 | 68.4211 |
Ratio Avg Win / Avg Loss | 1.5097 | 2.1835 | 1.0973 | 1.0729 | 1.8569 | 0.613 |
Largest Winning Trade | 66581 | 66581 | 33883 | 115041 | 115041 | 59610 |
Largest Losing Trade | -60600 | -51464 | -60600 | -229921 | -88643 | -229921 |
Avg Bars in Trades | 36 | 43 | 29 | 36 | 43 | 29 |
Avg Bars in Winners | 25 | 28 | 23 | 25 | 28 | 23 |
Avg Bars in Losers | 49 | 54 | 40 | 49 | 54 | 40 |
Bars Traded | 2726 | 1619 | 1107 | 2726 | 1619 | 1107 |
Profit Streak | 89.1127 | 89.1127 | 138.7794 | 89.1127 | 89.1127 | 138.7794 |
Trades During Streak | 7 | 3 | 5 | 7 | 3 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -47072 | -51638 | 537906 | -53956 | -60803 | -57133 |
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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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