Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 132336.8208 | 66757.9212 | 65578.8996 | 101932.6397 | 78255.4628 | 23677.1769 |
Total P&L (%) | 132.3368 | 66.7579 | 65.5789 | 101.9326 | 78.2555 | 23.6772 |
Avg Daily Profit (%) | 0.5082 | 0.2563 | 0.2518 | 0.2702 | 0.2222 | 0.0816 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -86714 | -18241 | -79333 | -144237 | -21640 | -135356 |
Profit Factor | 1.7259 | 2.0839 | 1.5432 | 1.3929 | 2.1103 | 1.1253 |
Total Trades | 73 | 36 | 37 | 73 | 36 | 37 |
Winning Trades | 51 | 23 | 28 | 51 | 23 | 28 |
Losing Trades | 22 | 13 | 9 | 22 | 13 | 9 |
Profitability (%) | 69.863 | 63.8889 | 75.6757 | 69.863 | 63.8889 | 75.6757 |
Ratio Avg Win / Avg Loss | 0.7445 | 1.1779 | 0.496 | 0.6008 | 1.1928 | 0.3617 |
Largest Winning Trade | 17504 | 14102 | 17504 | 20354 | 19268 | 20354 |
Largest Losing Trade | -66081 | -10669 | -66081 | -126851 | -13655 | -126851 |
Avg Bars in Trades | 332 | 349 | 315 | 332 | 349 | 315 |
Avg Bars in Winners | 269 | 291 | 251 | 269 | 291 | 251 |
Avg Bars in Losers | 478 | 452 | 514 | 478 | 452 | 514 |
Bars Traded | 24270 | 12590 | 11680 | 24270 | 12590 | 11680 |
Profit Streak | 12.6225 | 54.31 | 12.6225 | 12.6225 | 54.31 | 12.6225 |
Trades During Streak | 2 | 6 | 1 | 2 | 6 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -62989 | 457672 | 368101 | -66531 | 456784 | -170213 |
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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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