Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 79896.0102 | 21411.8899 | 58484.1203 | 89075.2879 | 31146.7426 | 57928.5453 |
Total P&L (%) | 79.896 | 21.4119 | 58.4841 | 89.0753 | 31.1467 | 57.9285 |
Avg Daily Profit (%) | 0.3068 | 0.0822 | 0.2246 | 0.2449 | 0.1042 | 0.1756 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -35111 | -22469 | -30371 | -56701 | -34641 | -56922 |
Profit Factor | 1.6609 | 1.3668 | 1.9356 | 1.4656 | 1.3634 | 1.5486 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 53 | 26 | 27 | 53 | 26 | 27 |
Losing Trades | 13 | 7 | 6 | 13 | 7 | 6 |
Profitability (%) | 80.303 | 78.7879 | 81.8182 | 80.303 | 78.7879 | 81.8182 |
Ratio Avg Win / Avg Loss | 0.4074 | 0.368 | 0.4301 | 0.3595 | 0.3671 | 0.3441 |
Largest Winning Trade | 18843 | 7924 | 18843 | 25167 | 12157 | 25167 |
Largest Losing Trade | -27330 | -21996 | -27330 | -52665 | -29713 | -52665 |
Avg Bars in Trades | 353 | 397 | 308 | 353 | 397 | 308 |
Avg Bars in Winners | 207 | 238 | 178 | 207 | 238 | 178 |
Avg Bars in Losers | 945 | 991 | 891 | 945 | 991 | 891 |
Bars Traded | 23298 | 13127 | 10171 | 23298 | 13127 | 10171 |
Profit Streak | 32.6164 | 41.3664 | 32.6164 | 32.6164 | 41.3664 | 32.6164 |
Trades During Streak | 7 | 4 | 3 | 7 | 4 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -115473 | -86485 | 434115 | -116941 | -54298 | 383091 |
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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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