Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 123185.0762 | 20666.9589 | 102518.1173 | 118264.8674 | 20708.1295 | 97556.7379 |
Total P&L (%) | 123.1851 | 20.667 | 102.5181 | 118.2649 | 20.7081 | 97.5567 |
Avg Daily Profit (%) | 0.2365 | 0.0397 | 0.1968 | 0.15 | 0.0361 | 0.1308 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -49939 | -55833 | -25410 | -50899 | -58576 | -27014 |
Profit Factor | 1.5138 | 1.1315 | 2.2408 | 1.4806 | 1.1347 | 2.0566 |
Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Winning Trades | 55 | 27 | 28 | 55 | 27 | 28 |
Losing Trades | 27 | 14 | 13 | 27 | 14 | 13 |
Profitability (%) | 67.0732 | 65.8537 | 68.2927 | 67.0732 | 65.8537 | 68.2927 |
Ratio Avg Win / Avg Loss | 0.7432 | 0.5867 | 1.0404 | 0.7268 | 0.5884 | 0.9548 |
Largest Winning Trade | 19837 | 17100 | 19837 | 19205 | 18037 | 19205 |
Largest Losing Trade | -38375 | -38375 | -25210 | -34560 | -34560 | -26823 |
Avg Bars in Trades | 293 | 316 | 270 | 293 | 316 | 270 |
Avg Bars in Winners | 184 | 197 | 171 | 184 | 197 | 171 |
Avg Bars in Losers | 516 | 545 | 484 | 516 | 545 | 484 |
Bars Traded | 24078 | 12972 | 11106 | 24078 | 12972 | 11106 |
Profit Streak | 14.681 | 95.2227 | 14.681 | 14.681 | 95.2227 | 14.681 |
Trades During Streak | 2 | 8 | 1 | 2 | 8 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 67509 | -220760 | 474320 | 32477 | -221975 | -14832 |
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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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