Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 57475.0375 | 13842.7272 | 43632.3103 | 49785.5365 | 11371.2916 | 38414.2448 |
Total P&L (%) | 57.475 | 13.8427 | 43.6323 | 49.7855 | 11.3713 | 38.4142 |
Avg Daily Profit (%) | 0.2207 | 0.0532 | 0.1675 | 0.1553 | 0.0414 | 0.1249 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -52495 | -30242 | -39750 | -75455 | -38058 | -57325 |
Profit Factor | 1.4277 | 1.1918 | 1.7015 | 1.289 | 1.1264 | 1.4667 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 49 | 22 | 27 | 49 | 22 | 27 |
Losing Trades | 27 | 16 | 11 | 27 | 16 | 11 |
Profitability (%) | 64.4737 | 57.8947 | 71.0526 | 64.4737 | 57.8947 | 71.0526 |
Ratio Avg Win / Avg Loss | 0.7867 | 0.8668 | 0.6932 | 0.7102 | 0.8192 | 0.5976 |
Largest Winning Trade | 18431 | 9496 | 18431 | 21705 | 13244 | 21705 |
Largest Losing Trade | -30583 | -18245 | -30583 | -38968 | -21537 | -38968 |
Avg Bars in Trades | 313 | 341 | 285 | 313 | 341 | 285 |
Avg Bars in Winners | 190 | 191 | 189 | 190 | 191 | 189 |
Avg Bars in Losers | 538 | 548 | 523 | 538 | 548 | 523 |
Bars Traded | 23845 | 12988 | 10857 | 23845 | 12988 | 10857 |
Profit Streak | 29.5641 | 29.8558 | 29.5641 | 29.5641 | 29.8558 | 29.5641 |
Trades During Streak | 9 | 5 | 4 | 9 | 5 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -45182 | -178212 | 314583 | -47106 | -342791 | -26343 |
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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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