Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 105536.6551 | 19632.1549 | 85904.5003 | 120941.4341 | 41639.6737 | 79301.7604 |
Total P&L (%) | 105.5367 | 19.6322 | 85.9045 | 120.9414 | 41.6397 | 79.3018 |
Avg Daily Profit (%) | 0.4053 | 0.0754 | 0.3299 | 0.3049 | 0.1338 | 0.2245 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -42670 | -24340 | -33278 | -66137 | -35658 | -78125 |
Profit Factor | 1.5907 | 1.4379 | 1.6418 | 1.3661 | 1.5983 | 1.3041 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 34 | 12 | 22 | 34 | 12 | 22 |
Losing Trades | 42 | 26 | 16 | 42 | 26 | 16 |
Profitability (%) | 44.7368 | 31.5789 | 57.8947 | 44.7368 | 31.5789 | 57.8947 |
Ratio Avg Win / Avg Loss | 1.9649 | 3.1154 | 1.1941 | 1.6875 | 3.4629 | 0.9484 |
Largest Winning Trade | 22152 | 22152 | 22021 | 29188 | 29183 | 29188 |
Largest Losing Trade | -19620 | -6261 | -19620 | -40742 | -9366 | -40742 |
Avg Bars in Trades | 324 | 79 | 570 | 324 | 79 | 570 |
Avg Bars in Winners | 405 | 98 | 572 | 405 | 98 | 572 |
Avg Bars in Losers | 259 | 70 | 566 | 259 | 70 | 566 |
Bars Traded | 24683 | 3023 | 21660 | 24683 | 3023 | 21660 |
Profit Streak | 9.4294 | 0 | 10.2627 | 9.4294 | 0 | 10.2627 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -44207 | -105933 | 396978 | -46437 | -22059 | 236540 |
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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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