Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 76481.5324 | 22524.6129 | 53956.9195 | 80835.6897 | 25191.3494 | 55644.3403 |
Total P&L (%) | 76.4815 | 22.5246 | 53.9569 | 80.8357 | 25.1913 | 55.6443 |
Avg Daily Profit (%) | 0.2937 | 0.0865 | 0.2072 | 0.2277 | 0.0863 | 0.17 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -41056 | -17736 | -30343 | -78194 | -28285 | -64842 |
Profit Factor | 1.524 | 1.3244 | 1.7052 | 1.3191 | 1.2297 | 1.3873 |
Total Trades | 83 | 42 | 41 | 83 | 42 | 41 |
Winning Trades | 58 | 28 | 30 | 58 | 28 | 30 |
Losing Trades | 25 | 14 | 11 | 25 | 14 | 11 |
Profitability (%) | 69.8795 | 66.6667 | 73.1707 | 69.8795 | 66.6667 | 73.1707 |
Ratio Avg Win / Avg Loss | 0.6569 | 0.6622 | 0.6252 | 0.5686 | 0.6148 | 0.5087 |
Largest Winning Trade | 11907 | 11907 | 9863 | 19358 | 19358 | 16950 |
Largest Losing Trade | -26025 | -17736 | -26025 | -51489 | -27270 | -51489 |
Avg Bars in Trades | 272 | 213 | 334 | 272 | 213 | 334 |
Avg Bars in Winners | 175 | 135 | 213 | 175 | 135 | 213 |
Avg Bars in Losers | 498 | 369 | 662 | 498 | 369 | 662 |
Bars Traded | 22655 | 8959 | 13696 | 22655 | 8959 | 13696 |
Profit Streak | 15.1151 | 15.1151 | 31.0734 | 15.1151 | 15.1151 | 31.0734 |
Trades During Streak | 2 | 1 | 5 | 2 | 1 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 340632 | -82728 | 368853 | 275250 | -81882 | 307371 |
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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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