Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 183566.0299 | 70679.0565 | 112886.9735 | 352416.0671 | 111694.9859 | 240721.0813 |
Total P&L (%) | 183.566 | 70.6791 | 112.887 | 352.4161 | 111.695 | 240.7211 |
Avg Daily Profit (%) | 0.3524 | 0.1357 | 0.2167 | 0.2902 | 0.1441 | 0.2357 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -48027 | -46576 | -32490 | -54748 | -73951 | -36020 |
Profit Factor | 1.9779 | 1.5667 | 2.7917 | 2.2146 | 1.551 | 3.753 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 56 | 26 | 30 | 56 | 26 | 30 |
Losing Trades | 20 | 12 | 8 | 20 | 12 | 8 |
Profitability (%) | 73.6842 | 68.4211 | 78.9474 | 73.6842 | 68.4211 | 78.9474 |
Ratio Avg Win / Avg Loss | 0.7064 | 0.7231 | 0.7445 | 0.7909 | 0.7158 | 1.0008 |
Largest Winning Trade | 22407 | 22407 | 12132 | 34410 | 34410 | 33654 |
Largest Losing Trade | -26488 | -26488 | -17818 | -40547 | -40547 | -21173 |
Avg Bars in Trades | 324 | 355 | 293 | 324 | 355 | 293 |
Avg Bars in Winners | 200 | 191 | 208 | 200 | 191 | 208 |
Avg Bars in Losers | 669 | 709 | 609 | 669 | 709 | 609 |
Bars Traded | 24633 | 13496 | 11137 | 24633 | 13496 | 11137 |
Profit Streak | 24.3792 | 24.3792 | 71.0667 | 24.3792 | 24.3792 | 71.0667 |
Trades During Streak | 4 | 2 | 4 | 4 | 2 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -39589 | -8958 | 537811 | -39664 | 76993 | 659513 |
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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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