Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 153770.0396 | 94365.8874 | 59404.1522 | 219383.7483 | 149841.4962 | 69542.2521 |
Total P&L (%) | 153.77 | 94.3659 | 59.4042 | 219.3837 | 149.8415 | 69.5423 |
Avg Daily Profit (%) | 0.5774 | 0.3543 | 0.2231 | 0.437 | 0.3444 | 0.1984 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -39187 | -16181 | -54437 | -81387 | -42331 | -121405 |
Profit Factor | 1.8226 | 2.1759 | 1.5569 | 1.6859 | 2.1008 | 1.3785 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 39 | 17 | 22 | 39 | 17 | 22 |
Losing Trades | 35 | 20 | 15 | 35 | 20 | 15 |
Profitability (%) | 52.7027 | 45.9459 | 59.4595 | 52.7027 | 45.9459 | 59.4595 |
Ratio Avg Win / Avg Loss | 1.6357 | 2.5598 | 1.0615 | 1.513 | 2.4715 | 0.9399 |
Largest Winning Trade | 46036 | 46036 | 27658 | 72038 | 72038 | 48501 |
Largest Losing Trade | -18489 | -11900 | -18489 | -26076 | -21610 | -26076 |
Avg Bars in Trades | 168 | 167 | 169 | 168 | 167 | 169 |
Avg Bars in Winners | 231 | 254 | 213 | 231 | 254 | 213 |
Avg Bars in Losers | 98 | 93 | 104 | 98 | 93 | 104 |
Bars Traded | 12471 | 6200 | 6271 | 12471 | 6200 | 6271 |
Profit Streak | 266.2469 | 0 | 287.8094 | 266.2469 | 0 | 287.8094 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -54910 | 364750 | 358872 | -56374 | 356478 | 276380 |
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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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