Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 81089.3298 | 16056.8293 | 65032.5005 | 86215.0023 | 27365.0593 | 58849.943 |
Total P&L (%) | 81.0893 | 16.0568 | 65.0325 | 86.215 | 27.3651 | 58.8499 |
Avg Daily Profit (%) | 0.3114 | 0.0617 | 0.2497 | 0.239 | 0.0929 | 0.1779 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -30540 | -33510 | -27692 | -39107 | -38114 | -38571 |
Profit Factor | 1.5544 | 1.2042 | 1.9613 | 1.5134 | 1.3329 | 1.6864 |
Total Trades | 75 | 37 | 38 | 75 | 37 | 38 |
Winning Trades | 58 | 26 | 32 | 58 | 26 | 32 |
Losing Trades | 17 | 11 | 6 | 17 | 11 | 6 |
Profitability (%) | 77.3333 | 70.2703 | 84.2105 | 77.3333 | 70.2703 | 84.2105 |
Ratio Avg Win / Avg Loss | 0.4556 | 0.5095 | 0.3677 | 0.4436 | 0.5639 | 0.3162 |
Largest Winning Trade | 10816 | 10816 | 9554 | 11880 | 10576 | 11880 |
Largest Losing Trade | -27692 | -23956 | -27692 | -38571 | -23946 | -38571 |
Avg Bars in Trades | 322 | 325 | 319 | 322 | 325 | 319 |
Avg Bars in Winners | 198 | 178 | 213 | 198 | 178 | 213 |
Avg Bars in Losers | 747 | 673 | 883 | 747 | 673 | 883 |
Bars Traded | 24198 | 12049 | 12150 | 24198 | 12049 | 12150 |
Profit Streak | 11.1419 | 52.7565 | 11.1419 | 11.1419 | 52.7565 | 11.1419 |
Trades During Streak | 2 | 10 | 1 | 2 | 10 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -49214 | -119370 | 439812 | -50083 | -70718 | 383766 |
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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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