Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 167341.6527 | 112411.2006 | 54930.4521 | 202359.0796 | 177013.4872 | 25345.5924 |
Total P&L (%) | 167.3417 | 112.4112 | 54.9305 | 202.3591 | 177.0135 | 25.3456 |
Avg Daily Profit (%) | 0.29 | 0.1948 | 0.0952 | 0.1919 | 0.1767 | 0.0392 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -58924 | -39318 | -26522 | -291494 | -193504 | -146245 |
Profit Factor | 1.7538 | 1.8886 | 1.5752 | 1.2965 | 1.4912 | 1.0787 |
Total Trades | 77 | 39 | 38 | 77 | 39 | 38 |
Winning Trades | 39 | 20 | 19 | 39 | 20 | 19 |
Losing Trades | 38 | 19 | 19 | 38 | 19 | 19 |
Profitability (%) | 50.6494 | 51.2821 | 50 | 50.6494 | 51.2821 | 50 |
Ratio Avg Win / Avg Loss | 1.7088 | 1.7941 | 1.5752 | 1.2632 | 1.4166 | 1.0787 |
Largest Winning Trade | 66020 | 66020 | 22670 | 147264 | 147264 | 89852 |
Largest Losing Trade | -28343 | -28343 | -21732 | -156459 | -156459 | -125898 |
Avg Bars in Trades | 171 | 173 | 169 | 171 | 173 | 169 |
Avg Bars in Winners | 218 | 222 | 213 | 218 | 222 | 213 |
Avg Bars in Losers | 123 | 121 | 125 | 123 | 121 | 125 |
Bars Traded | 13208 | 6773 | 6435 | 13208 | 6773 | 6435 |
Profit Streak | 505.402 | 505.402 | 512.8186 | 505.402 | 505.402 | 512.8186 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -33908 | 415529 | -63811 | -38009 | 325975 | -277890 |
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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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