Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 81375.5564 | 44824.8922 | 36550.6642 | 73578.2542 | 77326.1632 | -3747.909 |
Total P&L (%) | 81.3756 | 44.8249 | 36.5507 | 73.5783 | 77.3262 | -3.7479 |
Avg Daily Profit (%) | 0.3125 | 0.1721 | 0.1404 | 0.212 | 0.2202 | -0.0147 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -58735 | -16796 | -59561 | -159717 | -23771 | -160707 |
Profit Factor | 1.5126 | 1.791 | 1.3581 | 1.1944 | 1.6638 | 0.9857 |
Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Winning Trades | 60 | 28 | 32 | 60 | 28 | 32 |
Losing Trades | 22 | 13 | 9 | 22 | 13 | 9 |
Profitability (%) | 73.1707 | 68.2927 | 78.0488 | 73.1707 | 68.2927 | 78.0488 |
Ratio Avg Win / Avg Loss | 0.5546 | 0.8315 | 0.382 | 0.438 | 0.7725 | 0.2772 |
Largest Winning Trade | 18601 | 14468 | 18601 | 31533 | 29088 | 31533 |
Largest Losing Trade | -33346 | -16796 | -33346 | -102639 | -23771 | -102639 |
Avg Bars in Trades | 300 | 303 | 297 | 300 | 303 | 297 |
Avg Bars in Winners | 171 | 172 | 170 | 171 | 172 | 170 |
Avg Bars in Losers | 652 | 585 | 750 | 652 | 585 | 750 |
Bars Traded | 24647 | 12438 | 12208 | 24647 | 12438 | 12208 |
Profit Streak | 1.2129 | 6.9525 | 0 | 1.2129 | 6.9525 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -1348 | 284568 | -7149 | -10248 | 355088 | -578501 |
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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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