Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 62107.9188 | 27863.9742 | 34243.9446 | 58511.8893 | 29187.2932 | 29324.5961 |
Total P&L (%) | 62.1079 | 27.864 | 34.2439 | 58.5119 | 29.1873 | 29.3246 |
Avg Daily Profit (%) | 0.2385 | 0.107 | 0.1315 | 0.177 | 0.0984 | 0.0988 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -32914 | -22358 | -32575 | -46679 | -21827 | -47048 |
Profit Factor | 1.4005 | 1.325 | 1.4938 | 1.3067 | 1.2892 | 1.3264 |
Total Trades | 97 | 48 | 49 | 97 | 48 | 49 |
Winning Trades | 70 | 32 | 38 | 70 | 32 | 38 |
Losing Trades | 27 | 16 | 11 | 27 | 16 | 11 |
Profitability (%) | 72.1649 | 66.6667 | 77.551 | 72.1649 | 66.6667 | 77.551 |
Ratio Avg Win / Avg Loss | 0.5402 | 0.6625 | 0.4324 | 0.504 | 0.6446 | 0.384 |
Largest Winning Trade | 15970 | 15970 | 8133 | 20357 | 20357 | 11554 |
Largest Losing Trade | -20618 | -19629 | -20618 | -30384 | -19175 | -30384 |
Avg Bars in Trades | 245 | 265 | 225 | 245 | 265 | 225 |
Avg Bars in Winners | 167 | 157 | 175 | 167 | 157 | 175 |
Avg Bars in Losers | 447 | 481 | 398 | 447 | 481 | 398 |
Bars Traded | 23805 | 12745 | 11060 | 23805 | 12745 | 11060 |
Profit Streak | 10.8602 | 0 | 18.9123 | 10.8602 | 0 | 18.9123 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 328083 | -54022 | -17274 | 279922 | -65601 | -62334 |
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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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