Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 98704.1442 | 41148.1307 | 57556.0135 | 115351.2174 | 57206.3189 | 58144.8985 |
Total P&L (%) | 98.7041 | 41.1481 | 57.556 | 115.3512 | 57.2063 | 58.1449 |
Avg Daily Profit (%) | 0.379 | 0.158 | 0.221 | 0.295 | 0.1739 | 0.1762 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -48494 | -20721 | -33474 | -80156 | -32601 | -67418 |
Profit Factor | 1.687 | 1.6167 | 1.7479 | 1.4784 | 1.5535 | 1.4221 |
Total Trades | 81 | 41 | 40 | 81 | 41 | 40 |
Winning Trades | 57 | 27 | 30 | 57 | 27 | 30 |
Losing Trades | 24 | 14 | 10 | 24 | 14 | 10 |
Profitability (%) | 70.3704 | 65.8537 | 75 | 70.3704 | 65.8537 | 75 |
Ratio Avg Win / Avg Loss | 0.7103 | 0.8383 | 0.5826 | 0.6225 | 0.8055 | 0.474 |
Largest Winning Trade | 17785 | 13925 | 17785 | 27570 | 18948 | 27570 |
Largest Losing Trade | -33474 | -18654 | -33474 | -63919 | -27713 | -63919 |
Avg Bars in Trades | 299 | 318 | 279 | 299 | 318 | 279 |
Avg Bars in Winners | 229 | 270 | 191 | 229 | 270 | 191 |
Avg Bars in Losers | 466 | 410 | 544 | 466 | 410 | 544 |
Bars Traded | 24247 | 13048 | 11199 | 24247 | 13048 | 11199 |
Profit Streak | 10.539 | 25.414 | 10.539 | 10.539 | 25.414 | 10.539 |
Trades During Streak | 3 | 5 | 1 | 3 | 5 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -3650 | 275866 | 361134 | -5280 | 314982 | 299319 |
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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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