Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 24622.9676 | 16256.9383 | 8366.0293 | 26034.1829 | 16958.7435 | 9075.4393 |
Total P&L (%) | 24.623 | 16.2569 | 8.366 | 26.0342 | 16.9587 | 9.0754 |
Avg Daily Profit (%) | 1.4184 | 0.9365 | 0.4819 | 1.3418 | 0.9065 | 0.5017 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -10775 | -6856 | -8629 | -12195 | -7795 | -9413 |
Profit Factor | 1.7466 | 2.1877 | 1.4337 | 1.7386 | 2.1473 | 1.4434 |
Total Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Winning Trades | 46 | 24 | 22 | 46 | 24 | 22 |
Losing Trades | 13 | 6 | 7 | 13 | 6 | 7 |
Profitability (%) | 77.9661 | 80 | 75.8621 | 77.9661 | 80 | 75.8621 |
Ratio Avg Win / Avg Loss | 0.4936 | 0.5469 | 0.4562 | 0.4913 | 0.5368 | 0.4593 |
Largest Winning Trade | 5993 | 5993 | 2623 | 5875 | 5875 | 2906 |
Largest Losing Trade | -7634 | -6856 | -7634 | -8389 | -7795 | -8389 |
Avg Bars in Trades | 384 | 287 | 485 | 384 | 287 | 485 |
Avg Bars in Winners | 204 | 179 | 232 | 204 | 179 | 232 |
Avg Bars in Losers | 1019 | 717 | 1278 | 1019 | 717 | 1278 |
Bars Traded | 22679 | 8613 | 14066 | 22679 | 8613 | 14066 |
Profit Streak | 2.9603 | 5.695 | 0 | 2.9603 | 5.695 | 0 |
Trades During Streak | 1 | 7 | 0 | 1 | 7 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -169214 | 297320 | -155104 | -168953 | 310414 | -154876 |
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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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