Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 61257.3067 | 15810.3214 | 45446.9853 | 55421.2858 | 14817.5537 | 40603.7321 |
Total P&L (%) | 61.2573 | 15.8103 | 45.447 | 55.4213 | 14.8176 | 40.6037 |
Avg Daily Profit (%) | 0.2352 | 0.0607 | 0.1745 | 0.1695 | 0.0531 | 0.1309 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -46094 | -31461 | -35816 | -70614 | -40911 | -56337 |
Profit Factor | 1.4437 | 1.2117 | 1.7172 | 1.3003 | 1.1532 | 1.4623 |
Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Winning Trades | 52 | 24 | 28 | 52 | 24 | 28 |
Losing Trades | 26 | 15 | 11 | 26 | 15 | 11 |
Profitability (%) | 66.6667 | 61.5385 | 71.7949 | 66.6667 | 61.5385 | 71.7949 |
Ratio Avg Win / Avg Loss | 0.7219 | 0.7573 | 0.6746 | 0.6502 | 0.7208 | 0.5745 |
Largest Winning Trade | 18715 | 9730 | 18715 | 22809 | 14078 | 22809 |
Largest Losing Trade | -30224 | -19164 | -30224 | -41989 | -23848 | -41989 |
Avg Bars in Trades | 316 | 348 | 285 | 316 | 348 | 285 |
Avg Bars in Winners | 215 | 221 | 210 | 215 | 221 | 210 |
Avg Bars in Losers | 519 | 551 | 474 | 519 | 551 | 474 |
Bars Traded | 24703 | 13586 | 11116 | 24703 | 13586 | 11116 |
Profit Streak | 22.7584 | 22.9876 | 22.7584 | 22.7584 | 22.9876 | 22.7584 |
Trades During Streak | 9 | 5 | 4 | 9 | 5 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -29419 | -121992 | 327617 | -31246 | -189927 | -18017 |
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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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