Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 89177.7985 | 10996.0228 | 78181.7756 | 35198.6278 | 5710.7673 | 29487.8605 |
Total P&L (%) | 89.1778 | 10.996 | 78.1818 | 35.1986 | 5.7108 | 29.4879 |
Avg Daily Profit (%) | 0.1712 | 0.0211 | 0.1501 | 0.0579 | 0.0107 | 0.0496 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -59750 | -26634 | -60047 | -69906 | -30253 | -70123 |
Profit Factor | 1.4044 | 1.1482 | 1.5342 | 1.1602 | 1.087 | 1.1914 |
Total Trades | 75 | 38 | 37 | 75 | 38 | 37 |
Winning Trades | 48 | 23 | 25 | 48 | 23 | 25 |
Losing Trades | 27 | 15 | 12 | 27 | 15 | 12 |
Profitability (%) | 64 | 60.5263 | 67.5676 | 64 | 60.5263 | 67.5676 |
Ratio Avg Win / Avg Loss | 0.79 | 0.7488 | 0.7364 | 0.6526 | 0.7089 | 0.5719 |
Largest Winning Trade | 21664 | 13707 | 21664 | 15350 | 9533 | 15350 |
Largest Losing Trade | -59750 | -23840 | -59750 | -64741 | -27063 | -64741 |
Avg Bars in Trades | 314 | 118 | 515 | 314 | 118 | 515 |
Avg Bars in Winners | 222 | 75 | 357 | 222 | 75 | 357 |
Avg Bars in Losers | 477 | 184 | 845 | 477 | 184 | 845 |
Bars Traded | 23573 | 4491 | 19082 | 23573 | 4491 | 19082 |
Profit Streak | 0 | 0 | 20.8836 | 0 | 0 | 20.8836 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -53323 | -357778 | 335146 | -223925 | -470031 | -139159 |
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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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