Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 67852.7399 | 35835.5436 | 32017.1963 | 61877.8704 | 50699.6318 | 11178.2387 |
Total P&L (%) | 67.8527 | 35.8355 | 32.0172 | 61.8779 | 50.6996 | 11.1782 |
Avg Daily Profit (%) | 0.2606 | 0.1376 | 0.1229 | 0.1851 | 0.1576 | 0.0407 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -38861 | -23222 | -38439 | -73858 | -21929 | -74106 |
Profit Factor | 1.5333 | 1.605 | 1.4708 | 1.3255 | 1.6981 | 1.0951 |
Total Trades | 77 | 39 | 38 | 77 | 39 | 38 |
Winning Trades | 46 | 23 | 23 | 46 | 23 | 23 |
Losing Trades | 31 | 16 | 15 | 31 | 16 | 15 |
Profitability (%) | 59.7403 | 58.9744 | 60.5263 | 59.7403 | 58.9744 | 60.5263 |
Ratio Avg Win / Avg Loss | 1.0333 | 1.1165 | 0.9592 | 0.8932 | 1.1813 | 0.7142 |
Largest Winning Trade | 17122 | 12305 | 17122 | 21227 | 17866 | 21227 |
Largest Losing Trade | -37306 | -18979 | -37306 | -71869 | -18059 | -71869 |
Avg Bars in Trades | 316 | 345 | 286 | 316 | 345 | 286 |
Avg Bars in Winners | 244 | 268 | 220 | 244 | 268 | 220 |
Avg Bars in Losers | 422 | 455 | 387 | 422 | 455 | 387 |
Bars Traded | 24349 | 13469 | 10879 | 24349 | 13469 | 10879 |
Profit Streak | 7.6729 | 7.9333 | 0 | 7.6729 | 7.9333 | 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 | -35950 | -9532 | -32369 | -39929 | 307521 | -385231 |
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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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