Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 82262.5212 | 28132.2769 | 54130.2443 | 87430.3753 | 37350.6887 | 50079.6866 |
Total P&L (%) | 82.2625 | 28.1323 | 54.1302 | 87.4304 | 37.3507 | 50.0797 |
Avg Daily Profit (%) | 0.3159 | 0.108 | 0.2079 | 0.2415 | 0.1219 | 0.156 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -38327 | -26436 | -32431 | -62327 | -31804 | -56747 |
Profit Factor | 1.5968 | 1.4131 | 1.7763 | 1.4611 | 1.4281 | 1.4893 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 50 | 23 | 27 | 50 | 23 | 27 |
Losing Trades | 22 | 13 | 9 | 22 | 13 | 9 |
Profitability (%) | 69.4444 | 63.8889 | 75 | 69.4444 | 63.8889 | 75 |
Ratio Avg Win / Avg Loss | 0.7026 | 0.7987 | 0.5921 | 0.6429 | 0.8072 | 0.4964 |
Largest Winning Trade | 18276 | 18276 | 18227 | 23020 | 19515 | 23020 |
Largest Losing Trade | -30684 | -18824 | -30684 | -46029 | -23624 | -46029 |
Avg Bars in Trades | 332 | 349 | 314 | 332 | 349 | 314 |
Avg Bars in Winners | 219 | 215 | 223 | 219 | 215 | 223 |
Avg Bars in Losers | 586 | 587 | 585 | 586 | 587 | 585 |
Bars Traded | 23905 | 12597 | 11308 | 23905 | 12597 | 11308 |
Profit Streak | 27.93 | 40.7425 | 27.93 | 27.93 | 40.7425 | 27.93 |
Trades During Streak | 9 | 8 | 4 | 9 | 8 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -71855 | -50910 | 380367 | -73320 | -31446 | 318094 |
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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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