Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 80560.3693 | 28663.7272 | 51896.6421 | 84582.4511 | 24404.4921 | 60177.9589 |
Total P&L (%) | 80.5604 | 28.6637 | 51.8966 | 84.5825 | 24.4045 | 60.178 |
Avg Daily Profit (%) | 0.3093 | 0.1101 | 0.1993 | 0.2356 | 0.0839 | 0.1811 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -58792 | -44483 | -35383 | -72213 | -61883 | -48455 |
Profit Factor | 1.5112 | 1.4164 | 1.5846 | 1.4216 | 1.2714 | 1.5437 |
Total Trades | 77 | 39 | 38 | 77 | 39 | 38 |
Winning Trades | 49 | 25 | 24 | 49 | 25 | 24 |
Losing Trades | 28 | 14 | 14 | 28 | 14 | 14 |
Profitability (%) | 63.6364 | 64.1026 | 63.1579 | 63.6364 | 64.1026 | 63.1579 |
Ratio Avg Win / Avg Loss | 0.8635 | 0.7932 | 0.9244 | 0.8123 | 0.712 | 0.9005 |
Largest Winning Trade | 14205 | 14205 | 12783 | 17602 | 16678 | 17602 |
Largest Losing Trade | -29214 | -15621 | -29214 | -44181 | -23823 | -44181 |
Avg Bars in Trades | 317 | 347 | 287 | 317 | 347 | 287 |
Avg Bars in Winners | 272 | 327 | 216 | 272 | 327 | 216 |
Avg Bars in Losers | 396 | 384 | 408 | 396 | 384 | 408 |
Bars Traded | 24472 | 13566 | 10906 | 24472 | 13566 | 10906 |
Profit Streak | 29.6224 | 36.7266 | 29.6224 | 29.6224 | 36.7266 | 29.6224 |
Trades During Streak | 11 | 7 | 5 | 11 | 7 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -35651 | -48100 | 303268 | -36828 | -84616 | 308537 |
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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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