Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 174214.7473 | 67245.2102 | 106969.5371 | 295638.0615 | 88022.8394 | 207615.2221 |
Total P&L (%) | 174.2147 | 67.2452 | 106.9695 | 295.6381 | 88.0228 | 207.6152 |
Avg Daily Profit (%) | 0.3345 | 0.1291 | 0.2054 | 0.2644 | 0.1213 | 0.216 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -58140 | -50462 | -30593 | -59715 | -78757 | -32975 |
Profit Factor | 1.8523 | 1.4846 | 2.6297 | 2.1308 | 1.4653 | 3.8736 |
Total Trades | 81 | 40 | 41 | 81 | 40 | 41 |
Winning Trades | 56 | 27 | 29 | 56 | 27 | 29 |
Losing Trades | 25 | 13 | 12 | 25 | 13 | 12 |
Profitability (%) | 69.1358 | 67.5 | 70.7317 | 69.1358 | 67.5 | 70.7317 |
Ratio Avg Win / Avg Loss | 0.8269 | 0.7148 | 1.0881 | 0.9513 | 0.7055 | 1.6029 |
Largest Winning Trade | 27674 | 27674 | 13442 | 33056 | 23174 | 33056 |
Largest Losing Trade | -31015 | -31015 | -17993 | -45578 | -45578 | -22200 |
Avg Bars in Trades | 300 | 323 | 277 | 300 | 323 | 277 |
Avg Bars in Winners | 196 | 209 | 184 | 196 | 209 | 184 |
Avg Bars in Losers | 532 | 559 | 504 | 532 | 559 | 504 |
Bars Traded | 24312 | 12923 | 11388 | 24312 | 12923 | 11388 |
Profit Streak | 9.5317 | 48.1984 | 9.5317 | 9.5317 | 48.1984 | 9.5317 |
Trades During Streak | 2 | 4 | 1 | 2 | 4 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -3471 | -18080 | 518085 | -3532 | -28428 | 631676 |
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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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