Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 59684.3326 | 13383.5401 | 46300.7925 | 53415.2885 | 14642.4118 | 38772.8767 |
Total P&L (%) | 59.6843 | 13.3835 | 46.3008 | 53.4153 | 14.6424 | 38.7729 |
Avg Daily Profit (%) | 0.2292 | 0.0514 | 0.1778 | 0.1645 | 0.0525 | 0.1259 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -45322 | -26797 | -36557 | -65211 | -31905 | -51901 |
Profit Factor | 1.4309 | 1.1763 | 1.7398 | 1.3158 | 1.1656 | 1.4801 |
Total Trades | 77 | 39 | 38 | 77 | 39 | 38 |
Winning Trades | 59 | 28 | 31 | 59 | 28 | 31 |
Losing Trades | 18 | 11 | 7 | 18 | 11 | 7 |
Profitability (%) | 76.6234 | 71.7949 | 81.5789 | 76.6234 | 71.7949 | 81.5789 |
Ratio Avg Win / Avg Loss | 0.4366 | 0.4621 | 0.3929 | 0.4014 | 0.4579 | 0.3342 |
Largest Winning Trade | 15259 | 7130 | 15259 | 15725 | 9177 | 15725 |
Largest Losing Trade | -29236 | -21919 | -29236 | -36995 | -23892 | -36995 |
Avg Bars in Trades | 302 | 339 | 263 | 302 | 339 | 263 |
Avg Bars in Winners | 171 | 188 | 155 | 171 | 188 | 155 |
Avg Bars in Losers | 730 | 723 | 740 | 730 | 723 | 740 |
Bars Traded | 23260 | 13247 | 10014 | 23260 | 13247 | 10014 |
Profit Streak | 39.1178 | 46.1386 | 39.1178 | 39.1178 | 46.1386 | 39.1178 |
Trades During Streak | 11 | 7 | 5 | 11 | 7 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -35834 | -210024 | 377519 | -37509 | -181133 | -23553 |
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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) |
---|