Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 264003.3675 | 129433.2624 | 134570.1051 | 596977.2108 | 315224.8669 | 281752.3439 |
Total P&L (%) | 264.0034 | 129.4333 | 134.5701 | 596.9772 | 315.2249 | 281.7523 |
Avg Daily Profit (%) | 0.5069 | 0.2485 | 0.2584 | 0.3735 | 0.2737 | 0.2575 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -55059 | -53178 | -28612 | -219385 | -176507 | -204183 |
Profit Factor | 1.9405 | 1.7575 | 2.2252 | 1.6526 | 1.649 | 1.6567 |
Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Winning Trades | 46 | 23 | 23 | 46 | 23 | 23 |
Losing Trades | 32 | 16 | 16 | 32 | 16 | 16 |
Profitability (%) | 58.9744 | 58.9744 | 58.9744 | 58.9744 | 58.9744 | 58.9744 |
Ratio Avg Win / Avg Loss | 1.3499 | 1.2226 | 1.548 | 1.1496 | 1.1471 | 1.1525 |
Largest Winning Trade | 40317 | 40317 | 24704 | 116310 | 112759 | 116310 |
Largest Losing Trade | -32791 | -32791 | -22272 | -158338 | -95432 | -158338 |
Avg Bars in Trades | 316 | 344 | 287 | 316 | 344 | 287 |
Avg Bars in Winners | 310 | 339 | 281 | 310 | 339 | 281 |
Avg Bars in Losers | 324 | 352 | 296 | 324 | 352 | 296 |
Bars Traded | 24666 | 13440 | 11226 | 24666 | 13440 | 11226 |
Profit Streak | 6.5208 | 0 | 8.5208 | 6.5208 | 0 | 8.5208 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -24397 | 391388 | 491078 | -25676 | 391608 | 411319 |
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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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