Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 51671.3425 | 11251.9647 | 40419.3778 | 39905.2533 | 7580.2988 | 32324.9545 |
Total P&L (%) | 51.6713 | 11.252 | 40.4194 | 39.9053 | 7.5803 | 32.325 |
Avg Daily Profit (%) | 0.1984 | 0.0432 | 0.1552 | 0.129 | 0.0281 | 0.1076 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -44000 | -32744 | -37045 | -63059 | -39558 | -52236 |
Profit Factor | 1.3677 | 1.154 | 1.5991 | 1.2369 | 1.0897 | 1.3852 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 58 | 28 | 30 | 58 | 28 | 30 |
Losing Trades | 16 | 9 | 7 | 16 | 9 | 7 |
Profitability (%) | 78.3784 | 75.6757 | 81.0811 | 78.3784 | 75.6757 | 81.0811 |
Ratio Avg Win / Avg Loss | 0.3773 | 0.3709 | 0.3731 | 0.3412 | 0.3503 | 0.3232 |
Largest Winning Trade | 17397 | 7099 | 17397 | 19575 | 8523 | 19575 |
Largest Losing Trade | -31310 | -21060 | -31310 | -39569 | -24148 | -39569 |
Avg Bars in Trades | 321 | 356 | 286 | 321 | 356 | 286 |
Avg Bars in Winners | 184 | 196 | 173 | 184 | 196 | 173 |
Avg Bars in Losers | 818 | 856 | 770 | 818 | 856 | 770 |
Bars Traded | 23806 | 13205 | 10600 | 23806 | 13205 | 10600 |
Profit Streak | 31.0151 | 37.8797 | 31.0151 | 31.0151 | 37.8797 | 31.0151 |
Trades During Streak | 13 | 8 | 6 | 13 | 8 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -59256 | -311232 | 340988 | -89442 | -441155 | -49117 |
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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) |
---|