Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 54343.3572 | 11860.1632 | 42483.194 | 43754.8608 | 8151.0774 | 35603.7834 |
Total P&L (%) | 54.3434 | 11.8602 | 42.4832 | 43.7549 | 8.1511 | 35.6038 |
Avg Daily Profit (%) | 0.2087 | 0.0455 | 0.1631 | 0.1395 | 0.0301 | 0.117 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -41038 | -35627 | -34891 | -56941 | -43944 | -50645 |
Profit Factor | 1.3948 | 1.165 | 1.6458 | 1.2601 | 1.0962 | 1.4264 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 48 | 22 | 26 | 48 | 22 | 26 |
Losing Trades | 18 | 11 | 7 | 18 | 11 | 7 |
Profitability (%) | 72.7273 | 66.6667 | 78.7879 | 72.7273 | 66.6667 | 78.7879 |
Ratio Avg Win / Avg Loss | 0.523 | 0.5825 | 0.4431 | 0.4725 | 0.5481 | 0.384 |
Largest Winning Trade | 17285 | 7574 | 17285 | 20504 | 9308 | 20504 |
Largest Losing Trade | -31175 | -21024 | -31175 | -40121 | -25442 | -40121 |
Avg Bars in Trades | 367 | 412 | 322 | 367 | 412 | 322 |
Avg Bars in Winners | 207 | 212 | 204 | 207 | 212 | 204 |
Avg Bars in Losers | 793 | 813 | 761 | 793 | 813 | 761 |
Bars Traded | 24254 | 13618 | 10636 | 24254 | 13618 | 10636 |
Profit Streak | 26.2456 | 33.2664 | 26.2456 | 26.2456 | 33.2664 | 26.2456 |
Trades During Streak | 9 | 6 | 4 | 9 | 6 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -119624 | -278362 | 340469 | -135841 | -432525 | -36387 |
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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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