Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 99845.8958 | 37743.0235 | 62102.8722 | 131159.7736 | 53570.0853 | 77589.6882 |
Total P&L (%) | 99.8459 | 37.743 | 62.1029 | 131.1598 | 53.5701 | 77.5897 |
Avg Daily Profit (%) | 0.3834 | 0.1449 | 0.2385 | 0.3223 | 0.1649 | 0.2208 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -42179 | -22379 | -27913 | -68564 | -37728 | -49605 |
Profit Factor | 1.813 | 1.6215 | 2.0004 | 1.6671 | 1.5662 | 1.7607 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 53 | 26 | 27 | 53 | 26 | 27 |
Losing Trades | 27 | 14 | 13 | 27 | 14 | 13 |
Profitability (%) | 66.25 | 65 | 67.5 | 66.25 | 65 | 67.5 |
Ratio Avg Win / Avg Loss | 0.9236 | 0.8731 | 0.9631 | 0.8493 | 0.8433 | 0.8477 |
Largest Winning Trade | 18951 | 11640 | 18951 | 27872 | 17773 | 27872 |
Largest Losing Trade | -26458 | -13549 | -26458 | -49605 | -22148 | -49605 |
Avg Bars in Trades | 302 | 332 | 272 | 302 | 332 | 272 |
Avg Bars in Winners | 246 | 287 | 207 | 246 | 287 | 207 |
Avg Bars in Losers | 411 | 415 | 407 | 411 | 415 | 407 |
Bars Traded | 24194 | 13288 | 10906 | 24194 | 13288 | 10906 |
Profit Streak | 31.2841 | 38.3883 | 31.2841 | 31.2841 | 38.3883 | 31.2841 |
Trades During Streak | 11 | 7 | 5 | 11 | 7 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -11225 | 17212 | 391793 | -12029 | 303948 | 388650 |
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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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