Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 274655.7286 | 75723.1833 | 198932.5453 | 490388.3653 | 89472.1466 | 400916.2188 |
Total P&L (%) | 274.6557 | 75.7232 | 198.9325 | 490.3884 | 89.4721 | 400.9162 |
Avg Daily Profit (%) | 0.2672 | 0.0737 | 0.1935 | 0.1729 | 0.0622 | 0.1569 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -72688 | -101643 | -27358 | -203373 | -288775 | -65152 |
Profit Factor | 1.8491 | 1.3164 | 3.3652 | 1.6355 | 1.1579 | 2.9566 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 43 | 17 | 26 | 43 | 17 | 26 |
Losing Trades | 33 | 21 | 12 | 33 | 21 | 12 |
Profitability (%) | 56.5789 | 44.7368 | 68.4211 | 56.5789 | 44.7368 | 68.4211 |
Ratio Avg Win / Avg Loss | 1.4191 | 1.6261 | 1.5532 | 1.2551 | 1.4303 | 1.3646 |
Largest Winning Trade | 62142 | 62142 | 29016 | 190667 | 190667 | 81880 |
Largest Losing Trade | -44403 | -44403 | -15937 | -142723 | -142723 | -41887 |
Avg Bars in Trades | 37 | 49 | 24 | 37 | 49 | 24 |
Avg Bars in Winners | 27 | 31 | 25 | 27 | 31 | 25 |
Avg Bars in Losers | 49 | 63 | 24 | 49 | 63 | 24 |
Bars Traded | 2813 | 1866 | 947 | 2813 | 1866 | 947 |
Profit Streak | 15.7684 | 0 | 17.4351 | 15.7684 | 0 | 17.4351 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -41474 | -95330 | 620901 | -42692 | -158813 | 541238 |
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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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