Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 85895.8066 | 27517.9445 | 58377.8621 | 100320.0292 | 36974.1991 | 63345.8301 |
Total P&L (%) | 85.8958 | 27.5179 | 58.3779 | 100.32 | 36.9742 | 63.3458 |
Avg Daily Profit (%) | 0.3298 | 0.1057 | 0.2242 | 0.2671 | 0.1209 | 0.1886 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -35104 | -24612 | -27549 | -50975 | -38339 | -46588 |
Profit Factor | 1.6657 | 1.4369 | 1.8838 | 1.5503 | 1.4283 | 1.6601 |
Total Trades | 77 | 39 | 38 | 77 | 39 | 38 |
Winning Trades | 57 | 29 | 28 | 57 | 29 | 28 |
Losing Trades | 20 | 10 | 10 | 20 | 10 | 10 |
Profitability (%) | 74.026 | 74.359 | 73.6842 | 74.026 | 74.359 | 73.6842 |
Ratio Avg Win / Avg Loss | 0.5844 | 0.4955 | 0.6728 | 0.544 | 0.4925 | 0.5929 |
Largest Winning Trade | 20363 | 8867 | 20363 | 26694 | 12167 | 26694 |
Largest Losing Trade | -27549 | -17679 | -27549 | -46588 | -23210 | -46588 |
Avg Bars in Trades | 302 | 333 | 270 | 302 | 333 | 270 |
Avg Bars in Winners | 210 | 238 | 181 | 210 | 238 | 181 |
Avg Bars in Losers | 564 | 609 | 518 | 564 | 609 | 518 |
Bars Traded | 23266 | 13003 | 10263 | 23266 | 13003 | 10263 |
Profit Streak | 36.3554 | 43.5221 | 36.3554 | 36.3554 | 43.5221 | 36.3554 |
Trades During Streak | 13 | 8 | 6 | 13 | 8 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -33429 | -52585 | 399793 | -34395 | -31506 | 385228 |
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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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