Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 83901.3508 | 44234.4975 | 39666.8533 | 35973.8977 | 62727.9093 | -26754.0116 |
Total P&L (%) | 83.9014 | 44.2345 | 39.6669 | 35.9739 | 62.7279 | -26.754 |
Avg Daily Profit (%) | 0.3222 | 0.1699 | 0.1523 | 0.1181 | 0.1871 | -0.1195 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -66848 | -4501 | -74178 | -195446 | -11670 | -207412 |
Profit Factor | 1.5696 | 3.5996 | 1.3045 | 1.1071 | 2.7477 | 0.9108 |
Total Trades | 73 | 37 | 36 | 73 | 37 | 36 |
Winning Trades | 54 | 27 | 27 | 54 | 27 | 27 |
Losing Trades | 19 | 10 | 9 | 19 | 10 | 9 |
Profitability (%) | 73.9726 | 72.973 | 75 | 73.9726 | 72.973 | 75 |
Ratio Avg Win / Avg Loss | 0.5523 | 1.3332 | 0.4348 | 0.3895 | 1.0177 | 0.3036 |
Largest Winning Trade | 17972 | 9392 | 17972 | 36089 | 19310 | 36089 |
Largest Losing Trade | -52648 | -4501 | -52648 | -144939 | -11670 | -144939 |
Avg Bars in Trades | 320 | 67 | 580 | 320 | 67 | 580 |
Avg Bars in Winners | 186 | 47 | 324 | 186 | 47 | 324 |
Avg Bars in Losers | 702 | 120 | 1348 | 702 | 120 | 1348 |
Bars Traded | 23400 | 2490 | 20910 | 23400 | 2490 | 20910 |
Profit Streak | 6.3377 | 6.3377 | 14.7544 | 6.3377 | 6.3377 | 14.7544 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -64391 | 494373 | 227615 | -215464 | 483800 | -577861 |
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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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