Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 132549.7092 | 80524.7562 | 52024.9529 | 185531.4295 | 82466.027 | 103065.4025 |
Total P&L (%) | 132.5497 | 80.5248 | 52.025 | 185.5314 | 82.466 | 103.0654 |
Avg Daily Profit (%) | 1.5269 | 0.9276 | 0.5993 | 1.2159 | 0.6952 | 0.8193 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -18053 | -10835 | -14927 | -39934 | -21283 | -29092 |
Profit Factor | 2.3191 | 2.9363 | 1.8833 | 1.9003 | 2.0272 | 1.8193 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 35 | 17 | 18 | 35 | 17 | 18 |
Losing Trades | 39 | 20 | 19 | 39 | 20 | 19 |
Profitability (%) | 47.2973 | 45.9459 | 48.6486 | 47.2973 | 45.9459 | 48.6486 |
Ratio Avg Win / Avg Loss | 2.5841 | 3.4545 | 1.9879 | 2.1175 | 2.3849 | 1.9203 |
Largest Winning Trade | 64553 | 64553 | 26115 | 72497 | 72497 | 48262 |
Largest Losing Trade | -10123 | -5733 | -10123 | -22318 | -12607 | -22318 |
Avg Bars in Trades | 322 | 132 | 512 | 322 | 132 | 512 |
Avg Bars in Winners | 527 | 162 | 871 | 527 | 162 | 871 |
Avg Bars in Losers | 138 | 106 | 171 | 138 | 106 | 171 |
Bars Traded | 23833 | 4887 | 18946 | 23833 | 4887 | 18946 |
Profit Streak | 2.1034 | 0 | 2.5513 | 2.1034 | 0 | 2.5513 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -55959 | 538180 | 337524 | -57037 | 438778 | 438578 |
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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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