Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 57841.4904 | 14949.2975 | 42892.1929 | 70830.9178 | 17245.9878 | 53584.93 |
Total P&L (%) | 57.8415 | 14.9493 | 42.8922 | 70.8309 | 17.246 | 53.5849 |
Avg Daily Profit (%) | 0.6663 | 0.1722 | 0.4941 | 0.6188 | 0.1834 | 0.4955 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -21697 | -18348 | -8548 | -20843 | -19474 | -8575 |
Profit Factor | 1.9016 | 1.3624 | 2.873 | 1.8988 | 1.3342 | 2.9694 |
Total Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Winning Trades | 46 | 21 | 25 | 46 | 21 | 25 |
Losing Trades | 17 | 10 | 7 | 17 | 10 | 7 |
Profitability (%) | 73.0159 | 67.7419 | 78.125 | 73.0159 | 67.7419 | 78.125 |
Ratio Avg Win / Avg Loss | 0.7028 | 0.6487 | 0.8044 | 0.7017 | 0.6354 | 0.8314 |
Largest Winning Trade | 6827 | 6827 | 6698 | 7650 | 7587 | 7650 |
Largest Losing Trade | -10731 | -10731 | -8548 | -16323 | -16323 | -8575 |
Avg Bars in Trades | 390 | 425 | 356 | 390 | 425 | 356 |
Avg Bars in Winners | 257 | 278 | 238 | 257 | 278 | 238 |
Avg Bars in Losers | 751 | 732 | 778 | 751 | 732 | 778 |
Bars Traded | 24604 | 13181 | 11423 | 24604 | 13181 | 11423 |
Profit Streak | 6.7828 | 14.1335 | 6.7828 | 6.7828 | 14.1335 | 6.7828 |
Trades During Streak | 8 | 6 | 4 | 8 | 6 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -136602 | -3678 | 510089 | -136203 | -679 | 548570 |
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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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