Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 87881.9625 | 39600.7181 | 48281.2444 | 95194.6475 | 58969.2716 | 36225.3758 |
Total P&L (%) | 87.882 | 39.6007 | 48.2812 | 95.1946 | 58.9693 | 36.2254 |
Avg Daily Profit (%) | 0.3375 | 0.1521 | 0.1854 | 0.2572 | 0.1782 | 0.1188 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -27212 | -22982 | -27730 | -45930 | -31299 | -55409 |
Profit Factor | 1.6001 | 1.6136 | 1.5894 | 1.4361 | 1.6942 | 1.2717 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 56 | 26 | 30 | 56 | 26 | 30 |
Losing Trades | 18 | 11 | 7 | 18 | 11 | 7 |
Profitability (%) | 75.6757 | 70.2703 | 81.0811 | 75.6757 | 70.2703 | 81.0811 |
Ratio Avg Win / Avg Loss | 0.5143 | 0.6827 | 0.3709 | 0.4616 | 0.7168 | 0.2967 |
Largest Winning Trade | 18686 | 13231 | 18686 | 21401 | 19773 | 21401 |
Largest Losing Trade | -27212 | -22703 | -27212 | -45930 | -27526 | -45930 |
Avg Bars in Trades | 334 | 345 | 324 | 334 | 345 | 324 |
Avg Bars in Winners | 190 | 184 | 195 | 190 | 184 | 195 |
Avg Bars in Losers | 783 | 726 | 873 | 783 | 726 | 873 |
Bars Traded | 24767 | 12778 | 11989 | 24767 | 12778 | 11989 |
Profit Streak | 1.182 | 1.182 | 8.8487 | 1.182 | 1.182 | 8.8487 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -59935 | 132552 | 357043 | -61624 | 200982 | -35026 |
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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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