Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 71547.5904 | 15780.4415 | 55767.1488 | 73471.6161 | 20830.6735 | 52640.9426 |
Total P&L (%) | 71.5476 | 15.7804 | 55.7671 | 73.4716 | 20.8307 | 52.6409 |
Avg Daily Profit (%) | 0.2747 | 0.0606 | 0.2141 | 0.2117 | 0.0727 | 0.1625 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -34410 | -28564 | -27852 | -46266 | -35881 | -43465 |
Profit Factor | 1.5458 | 1.2262 | 1.9094 | 1.4418 | 1.2475 | 1.6409 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 53 | 25 | 28 | 53 | 25 | 28 |
Losing Trades | 17 | 10 | 7 | 17 | 10 | 7 |
Profitability (%) | 75.7143 | 71.4286 | 80 | 75.7143 | 71.4286 | 80 |
Ratio Avg Win / Avg Loss | 0.4958 | 0.4905 | 0.4773 | 0.4625 | 0.499 | 0.4102 |
Largest Winning Trade | 18777 | 8779 | 18777 | 20681 | 10231 | 20681 |
Largest Losing Trade | -27212 | -21568 | -27212 | -38516 | -25842 | -38516 |
Avg Bars in Trades | 334 | 368 | 300 | 334 | 368 | 300 |
Avg Bars in Winners | 197 | 198 | 195 | 197 | 198 | 195 |
Avg Bars in Losers | 764 | 793 | 722 | 764 | 793 | 722 |
Bars Traded | 23440 | 12911 | 10529 | 23440 | 12911 | 10529 |
Profit Streak | 39.3129 | 46.3859 | 39.3129 | 39.3129 | 46.3859 | 39.3129 |
Trades During Streak | 11 | 7 | 5 | 11 | 7 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -86673 | -120775 | 419826 | -87847 | -101157 | 377792 |
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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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