Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 86705.9387 | 48685.6619 | 38020.2768 | 105838.9305 | 47004.1339 | 58834.7966 |
Total P&L (%) | 86.7059 | 48.6857 | 38.0203 | 105.8389 | 47.0041 | 58.8348 |
Avg Daily Profit (%) | 0.9988 | 0.5608 | 0.438 | 0.8351 | 0.4448 | 0.5344 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -29215 | -16918 | -29215 | -42964 | -38202 | -42964 |
Profit Factor | 1.9597 | 1.9775 | 1.9378 | 1.6796 | 1.5184 | 1.9042 |
Total Trades | 71 | 35 | 36 | 71 | 35 | 36 |
Winning Trades | 55 | 26 | 29 | 55 | 26 | 29 |
Losing Trades | 16 | 9 | 7 | 16 | 9 | 7 |
Profitability (%) | 77.4648 | 74.2857 | 80.5556 | 77.4648 | 74.2857 | 80.5556 |
Ratio Avg Win / Avg Loss | 0.5701 | 0.6845 | 0.4677 | 0.4886 | 0.5256 | 0.4596 |
Largest Winning Trade | 24298 | 24298 | 9878 | 25294 | 25294 | 16024 |
Largest Losing Trade | -29215 | -14442 | -29215 | -42964 | -32540 | -42964 |
Avg Bars in Trades | 338 | 378 | 300 | 338 | 378 | 300 |
Avg Bars in Winners | 222 | 226 | 219 | 222 | 226 | 219 |
Avg Bars in Losers | 738 | 818 | 637 | 738 | 818 | 637 |
Bars Traded | 24068 | 13247 | 10821 | 24068 | 13247 | 10821 |
Profit Streak | 2.1206 | 9.5824 | 2.1206 | 2.1206 | 9.5824 | 2.1206 |
Trades During Streak | 2 | 5 | 1 | 2 | 5 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -77022 | 469910 | 294790 | -77705 | 384650 | 381669 |
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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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