Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 250213.9403 | 136680.0818 | 113533.8585 | 377351.0254 | 156049.468 | 221301.5574 |
Total P&L (%) | 250.2139 | 136.6801 | 113.5339 | 377.351 | 156.0495 | 221.3016 |
Avg Daily Profit (%) | 0.4804 | 0.2624 | 0.218 | 0.3006 | 0.1807 | 0.2244 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -81954 | -65566 | -47477 | -290497 | -298875 | -219151 |
Profit Factor | 1.8215 | 1.8468 | 1.793 | 1.4662 | 1.3505 | 1.6076 |
Total Trades | 71 | 35 | 36 | 71 | 35 | 36 |
Winning Trades | 50 | 24 | 26 | 50 | 24 | 26 |
Losing Trades | 21 | 11 | 10 | 21 | 11 | 10 |
Profitability (%) | 70.4225 | 68.5714 | 72.2222 | 70.4225 | 68.5714 | 72.2222 |
Ratio Avg Win / Avg Loss | 0.765 | 0.8464 | 0.6896 | 0.6158 | 0.619 | 0.6183 |
Largest Winning Trade | 32389 | 32389 | 19628 | 78268 | 59489 | 78268 |
Largest Losing Trade | -42824 | -42824 | -40189 | -224663 | -224663 | -188418 |
Avg Bars in Trades | 345 | 391 | 300 | 345 | 391 | 300 |
Avg Bars in Winners | 230 | 239 | 222 | 230 | 239 | 222 |
Avg Bars in Losers | 618 | 722 | 505 | 618 | 722 | 505 |
Bars Traded | 24518 | 13685 | 10833 | 24518 | 13685 | 10833 |
Profit Streak | 17.8672 | 17.8672 | 39.8047 | 17.8672 | 17.8672 | 39.8047 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -76749 | 405930 | 436873 | -79531 | 308751 | 425957 |
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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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