Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 429108.9712 | 368517.5185 | 60591.4527 | 357065.3178 | 225448.6734 | 131616.6444 |
Total P&L (%) | 429.109 | 368.5175 | 60.5915 | 357.0653 | 225.4487 | 131.6166 |
Avg Daily Profit (%) | 0.1869 | 0.1605 | 0.0264 | 0.0662 | 0.0514 | 0.0366 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -85055 | -69456 | -50926 | -600761 | -318094 | -340617 |
Profit Factor | 1.9963 | 2.757 | 1.2742 | 1.2017 | 1.2732 | 1.1393 |
Total Trades | 77 | 39 | 38 | 77 | 39 | 38 |
Winning Trades | 32 | 15 | 17 | 32 | 15 | 17 |
Losing Trades | 45 | 24 | 21 | 45 | 24 | 21 |
Profitability (%) | 41.5584 | 38.4615 | 44.7368 | 41.5584 | 38.4615 | 44.7368 |
Ratio Avg Win / Avg Loss | 2.8072 | 4.4112 | 1.574 | 1.6899 | 2.0371 | 1.4074 |
Largest Winning Trade | 237270 | 237270 | 58275 | 430782 | 430782 | 255900 |
Largest Losing Trade | -29286 | -29286 | -26317 | -172325 | -147993 | -172325 |
Avg Bars in Trades | 164 | 132 | 198 | 164 | 132 | 198 |
Avg Bars in Winners | 290 | 231 | 342 | 290 | 231 | 342 |
Avg Bars in Losers | 75 | 70 | 81 | 75 | 70 | 81 |
Bars Traded | 12687 | 5162 | 7524 | 12687 | 5162 | 7524 |
Profit Streak | 20.3142 | 35.1475 | 0 | 20.3142 | 35.1475 | 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 | -37704 | 310325 | -159251 | -152957 | -127169 | -213377 |
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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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