Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 225583.4412 | 26724.2659 | 198859.1754 | 178315.9417 | 37902.3116 | 140413.6301 |
Total P&L (%) | 225.5834 | 26.7243 | 198.8592 | 178.3159 | 37.9023 | 140.4136 |
Avg Daily Profit (%) | 0.1753 | 0.0208 | 0.1545 | 0.0796 | 0.025 | 0.0682 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -77402 | -32851 | -78891 | -302120 | -94160 | -307429 |
Profit Factor | 1.6731 | 1.2546 | 1.8639 | 1.1743 | 1.1435 | 1.185 |
Total Trades | 73 | 37 | 36 | 73 | 37 | 36 |
Winning Trades | 44 | 21 | 23 | 44 | 21 | 23 |
Losing Trades | 29 | 16 | 13 | 29 | 16 | 13 |
Profitability (%) | 60.274 | 56.7568 | 63.8889 | 60.274 | 56.7568 | 63.8889 |
Ratio Avg Win / Avg Loss | 1.1027 | 0.9559 | 1.0535 | 0.774 | 0.8712 | 0.6698 |
Largest Winning Trade | 40763 | 14849 | 40763 | 146294 | 59444 | 146294 |
Largest Losing Trade | -56428 | -32851 | -56428 | -222974 | -58302 | -222974 |
Avg Bars in Trades | 199 | 50 | 353 | 199 | 50 | 353 |
Avg Bars in Winners | 152 | 41 | 253 | 152 | 41 | 253 |
Avg Bars in Losers | 271 | 61 | 529 | 271 | 61 | 529 |
Bars Traded | 14579 | 1867 | 12712 | 14579 | 1867 | 12712 |
Profit Streak | 55.8287 | 55.912 | 0 | 55.8287 | 55.912 | 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 | -64638 | -168941 | 412450 | -191315 | -224858 | -118786 |
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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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