Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 95047.971 | 35985.9111 | 59062.0598 | 107709.5927 | 50555.0212 | 57154.5714 |
Total P&L (%) | 95.048 | 35.9859 | 59.0621 | 107.7096 | 50.555 | 57.1546 |
Avg Daily Profit (%) | 0.365 | 0.1382 | 0.2268 | 0.2811 | 0.1572 | 0.1737 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -46196 | -25681 | -34138 | -72539 | -36836 | -64881 |
Profit Factor | 1.6416 | 1.561 | 1.7031 | 1.4712 | 1.5555 | 1.4155 |
Total Trades | 77 | 39 | 38 | 77 | 39 | 38 |
Winning Trades | 57 | 28 | 29 | 57 | 28 | 29 |
Losing Trades | 20 | 11 | 9 | 20 | 11 | 9 |
Profitability (%) | 74.026 | 71.7949 | 76.3158 | 74.026 | 71.7949 | 76.3158 |
Ratio Avg Win / Avg Loss | 0.576 | 0.6132 | 0.5286 | 0.5162 | 0.6111 | 0.4393 |
Largest Winning Trade | 21708 | 10843 | 21708 | 27808 | 14021 | 27808 |
Largest Losing Trade | -34138 | -15553 | -34138 | -64881 | -22650 | -64881 |
Avg Bars in Trades | 317 | 329 | 305 | 317 | 329 | 305 |
Avg Bars in Winners | 230 | 250 | 210 | 230 | 250 | 210 |
Avg Bars in Losers | 566 | 530 | 611 | 566 | 530 | 611 |
Bars Traded | 24449 | 12836 | 11613 | 24449 | 12836 | 11613 |
Profit Streak | 27.7712 | 34.9275 | 27.7712 | 27.7712 | 34.9275 | 27.7712 |
Trades During Streak | 11 | 6 | 5 | 11 | 6 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -33204 | -8110 | 400959 | -34788 | 322376 | 332306 |
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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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