Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 187811.4874 | 88552.9415 | 99258.5459 | 382563.3813 | 179869.9149 | 202693.4664 |
Total P&L (%) | 187.8115 | 88.5529 | 99.2585 | 382.5634 | 179.8699 | 202.6935 |
Avg Daily Profit (%) | 0.7212 | 0.34 | 0.3811 | 0.6062 | 0.396 | 0.4262 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -51618 | -18687 | -50236 | -129048 | -83958 | -79542 |
Profit Factor | 2.0312 | 2.121 | 1.9624 | 1.8991 | 1.9108 | 1.8889 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 49 | 24 | 25 | 49 | 24 | 25 |
Losing Trades | 25 | 13 | 12 | 25 | 13 | 12 |
Profitability (%) | 66.2162 | 64.8649 | 67.5676 | 66.2162 | 64.8649 | 67.5676 |
Ratio Avg Win / Avg Loss | 1.0363 | 1.1489 | 0.9419 | 0.9689 | 1.035 | 0.9067 |
Largest Winning Trade | 24215 | 15215 | 24215 | 51126 | 51126 | 50038 |
Largest Losing Trade | -23572 | -13759 | -23572 | -73628 | -73628 | -45089 |
Avg Bars in Trades | 330 | 325 | 334 | 330 | 325 | 334 |
Avg Bars in Winners | 240 | 261 | 219 | 240 | 261 | 219 |
Avg Bars in Losers | 506 | 442 | 574 | 506 | 442 | 574 |
Bars Traded | 24428 | 12039 | 12388 | 24428 | 12039 | 12388 |
Profit Streak | 1.6103 | 0 | 3.1207 | 1.6103 | 0 | 3.1207 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -55387 | 441991 | 358990 | -58291 | 444596 | 367751 |
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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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