Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 379245.0613 | 147937.8289 | 231307.2325 | 987600.7097 | 836989.2911 | 150611.4186 |
Total P&L (%) | 379.2451 | 147.9378 | 231.3072 | 987.6007 | 836.9893 | 150.6114 |
Avg Daily Profit (%) | 0.3671 | 0.1432 | 0.2239 | 0.2313 | 0.2168 | 0.089 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -73612 | -46702 | -64043 | -955188 | -251564 | -869247 |
Profit Factor | 2.133 | 2.0443 | 2.1981 | 1.4007 | 2.2087 | 1.085 |
Total Trades | 77 | 39 | 38 | 77 | 39 | 38 |
Winning Trades | 55 | 27 | 28 | 55 | 27 | 28 |
Losing Trades | 22 | 12 | 10 | 22 | 12 | 10 |
Profitability (%) | 71.4286 | 69.2308 | 73.6842 | 71.4286 | 69.2308 | 73.6842 |
Ratio Avg Win / Avg Loss | 0.8532 | 0.9086 | 0.7851 | 0.5603 | 0.9816 | 0.3875 |
Largest Winning Trade | 48271 | 38025 | 48271 | 362027 | 362027 | 242604 |
Largest Losing Trade | -64043 | -29851 | -64043 | -869247 | -171106 | -869247 |
Avg Bars in Trades | 50 | 28 | 71 | 50 | 28 | 71 |
Avg Bars in Winners | 44 | 20 | 67 | 44 | 20 | 67 |
Avg Bars in Losers | 64 | 48 | 84 | 64 | 48 | 84 |
Bars Traded | 3861 | 1129 | 2732 | 3861 | 1129 | 2732 |
Profit Streak | 29.0087 | 29.0087 | 49.7587 | 29.0087 | 29.0087 | 49.7587 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -31886 | 92970 | 463602 | -34877 | 465776 | -199227 |
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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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