Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 78945.0006 | 42286.7404 | 36658.2602 | 76129.8586 | 51690.878 | 24438.9805 |
Total P&L (%) | 78.945 | 42.2867 | 36.6583 | 76.1299 | 51.6909 | 24.439 |
Avg Daily Profit (%) | 0.3031 | 0.1624 | 0.1408 | 0.2176 | 0.1601 | 0.084 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -63510 | -35027 | -39774 | -81689 | -48159 | -52404 |
Profit Factor | 1.4651 | 1.6392 | 1.3538 | 1.3162 | 1.5773 | 1.1616 |
Total Trades | 73 | 36 | 37 | 73 | 36 | 37 |
Winning Trades | 46 | 22 | 24 | 46 | 22 | 24 |
Losing Trades | 27 | 14 | 13 | 27 | 14 | 13 |
Profitability (%) | 63.0137 | 61.1111 | 64.8649 | 63.0137 | 61.1111 | 64.8649 |
Ratio Avg Win / Avg Loss | 0.8599 | 1.0431 | 0.7333 | 0.7726 | 1.0038 | 0.6292 |
Largest Winning Trade | 20711 | 11676 | 20711 | 26558 | 14060 | 26558 |
Largest Losing Trade | -23950 | -12762 | -23950 | -35731 | -19755 | -35731 |
Avg Bars in Trades | 331 | 333 | 330 | 331 | 333 | 330 |
Avg Bars in Winners | 245 | 240 | 248 | 245 | 240 | 248 |
Avg Bars in Losers | 479 | 479 | 480 | 479 | 479 | 480 |
Bars Traded | 24223 | 12005 | 12218 | 24223 | 12005 | 12218 |
Profit Streak | 6.9963 | 35.3609 | 6.9963 | 6.9963 | 35.3609 | 6.9963 |
Trades During Streak | 2 | 5 | 1 | 2 | 5 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -66626 | 318647 | -7670 | -68266 | 338981 | -127945 |
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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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