Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 155551.9556 | 124161.0782 | 31390.8773 | 195154.5512 | 102450.7866 | 92703.7646 |
Total P&L (%) | 155.552 | 124.1611 | 31.3909 | 195.1546 | 102.4508 | 92.7038 |
Avg Daily Profit (%) | 0.2696 | 0.2152 | 0.0544 | 0.1877 | 0.1223 | 0.1137 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -50571 | -49492 | -11165 | -180409 | -180104 | -14426 |
Profit Factor | 1.9179 | 1.975 | 1.7452 | 1.554 | 1.342 | 2.7597 |
Total Trades | 69 | 34 | 35 | 69 | 34 | 35 |
Winning Trades | 40 | 20 | 20 | 40 | 20 | 20 |
Losing Trades | 29 | 14 | 15 | 29 | 14 | 15 |
Profitability (%) | 57.971 | 58.8235 | 57.1429 | 57.971 | 58.8235 | 57.1429 |
Ratio Avg Win / Avg Loss | 1.3905 | 1.3825 | 1.3089 | 1.1267 | 0.9394 | 2.0698 |
Largest Winning Trade | 44170 | 44170 | 11326 | 83049 | 83049 | 34532 |
Largest Losing Trade | -39978 | -39978 | -14965 | -180104 | -180104 | -14965 |
Avg Bars in Trades | 171 | 327 | 20 | 171 | 327 | 20 |
Avg Bars in Winners | 147 | 273 | 20 | 147 | 273 | 20 |
Avg Bars in Losers | 205 | 405 | 19 | 205 | 405 | 19 |
Bars Traded | 11848 | 11136 | 712 | 11848 | 11136 | 712 |
Profit Streak | 508.4012 | 0 | 515.1512 | 508.4012 | 0 | 515.1512 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -94026 | 400598 | -119304 | -95620 | -30332 | -34125 |
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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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