Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 118861.7492 | 111865.6601 | 6996.0891 | 70771.7196 | 51056.4444 | 19715.2752 |
Total P&L (%) | 118.8617 | 111.8657 | 6.9961 | 70.7717 | 51.0564 | 19.7153 |
Avg Daily Profit (%) | 0.206 | 0.1938 | 0.0121 | 0.0928 | 0.0715 | 0.0312 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -74096 | -42605 | -38810 | -98001 | -94290 | -50056 |
Profit Factor | 1.4868 | 1.793 | 1.0679 | 1.1934 | 1.2099 | 1.1607 |
Total Trades | 71 | 35 | 36 | 71 | 35 | 36 |
Winning Trades | 54 | 25 | 29 | 54 | 25 | 29 |
Losing Trades | 17 | 10 | 7 | 17 | 10 | 7 |
Profitability (%) | 76.0563 | 71.4286 | 80.5556 | 76.0563 | 71.4286 | 80.5556 |
Ratio Avg Win / Avg Loss | 0.4681 | 0.7172 | 0.2578 | 0.3757 | 0.4839 | 0.2802 |
Largest Winning Trade | 47804 | 47804 | 9792 | 74974 | 74974 | 14763 |
Largest Losing Trade | -38810 | -33895 | -38810 | -85225 | -85225 | -49622 |
Avg Bars in Trades | 167 | 290 | 48 | 167 | 290 | 48 |
Avg Bars in Winners | 68 | 108 | 34 | 68 | 108 | 34 |
Avg Bars in Losers | 482 | 745 | 105 | 482 | 745 | 105 |
Bars Traded | 11919 | 10175 | 1744 | 11919 | 10175 | 1744 |
Profit Streak | 513.2667 | 0 | 584.6417 | 513.2667 | 0 | 584.6417 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -80197 | 380498 | -485082 | -165987 | -98487 | -198813 |
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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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