Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 36399.6172 | 4399.8976 | 31999.7196 | 40477.0991 | 4720.6943 | 35756.4048 |
Total P&L (%) | 36.3996 | 4.3999 | 31.9997 | 40.4771 | 4.7207 | 35.7564 |
Avg Daily Profit (%) | 0.6989 | 0.0845 | 0.6144 | 0.6547 | 0.0886 | 0.5887 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -14817 | -3485 | -13929 | -17908 | -4223 | -16834 |
Profit Factor | 1.9645 | 1.8123 | 1.99 | 1.9259 | 1.7212 | 1.962 |
Total Trades | 75 | 38 | 37 | 75 | 38 | 37 |
Winning Trades | 47 | 18 | 29 | 47 | 18 | 29 |
Losing Trades | 28 | 20 | 8 | 28 | 20 | 8 |
Profitability (%) | 62.6667 | 47.3684 | 78.3784 | 62.6667 | 47.3684 | 78.3784 |
Ratio Avg Win / Avg Loss | 1.1703 | 2.0137 | 0.549 | 1.1474 | 1.9124 | 0.5412 |
Largest Winning Trade | 8986 | 3178 | 8986 | 10635 | 4099 | 10635 |
Largest Losing Trade | -8967 | -1643 | -8967 | -9044 | -2049 | -9044 |
Avg Bars in Trades | 330 | 2 | 666 | 330 | 2 | 666 |
Avg Bars in Winners | 347 | 2 | 562 | 347 | 2 | 562 |
Avg Bars in Losers | 300 | 2 | 1045 | 300 | 2 | 1045 |
Bars Traded | 24756 | 92 | 24665 | 24756 | 92 | 24665 |
Profit Streak | 7.1498 | 7.1498 | 7.1518 | 7.1498 | 7.1498 | 7.1518 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -48301 | -244053 | 415538 | -48390 | -238729 | 417690 |
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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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