Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 61993.8927 | 19615.4009 | 42378.4918 | 54234.0427 | 18185.8638 | 36048.1789 |
Total P&L (%) | 61.9939 | 19.6154 | 42.3785 | 54.234 | 18.1859 | 36.0482 |
Avg Daily Profit (%) | 0.2381 | 0.0753 | 0.1627 | 0.1665 | 0.0642 | 0.1183 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -34568 | -20228 | -34568 | -65425 | -32818 | -65425 |
Profit Factor | 1.4644 | 1.2722 | 1.69 | 1.2585 | 1.1712 | 1.3481 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 53 | 23 | 30 | 53 | 23 | 30 |
Losing Trades | 15 | 11 | 4 | 15 | 11 | 4 |
Profitability (%) | 77.9412 | 67.6471 | 88.2353 | 77.9412 | 67.6471 | 88.2353 |
Ratio Avg Win / Avg Loss | 0.4145 | 0.6084 | 0.2253 | 0.3562 | 0.5601 | 0.1797 |
Largest Winning Trade | 13383 | 10757 | 13383 | 18902 | 14165 | 18902 |
Largest Losing Trade | -34568 | -15816 | -34568 | -65425 | -25918 | -65425 |
Avg Bars in Trades | 362 | 430 | 295 | 362 | 430 | 295 |
Avg Bars in Winners | 211 | 226 | 198 | 211 | 226 | 198 |
Avg Bars in Losers | 899 | 855 | 1018 | 899 | 855 | 1018 |
Bars Traded | 24673 | 14634 | 10039 | 24673 | 14634 | 10039 |
Profit Streak | 1.3221 | 1.3221 | 47.3325 | 1.3221 | 1.3221 | 47.3325 |
Trades During Streak | 2 | 1 | 4 | 2 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -106718 | -103062 | 377324 | -109105 | -150989 | -34198 |
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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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