Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 71116.1992 | 40910.8554 | 30205.3438 | 93757.1461 | 48366.8264 | 45390.3197 |
Total P&L (%) | 71.1162 | 40.9109 | 30.2053 | 93.7571 | 48.3668 | 45.3903 |
Avg Daily Profit (%) | 0.8192 | 0.4713 | 0.3479 | 0.7648 | 0.4555 | 0.432 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -9239 | -8155 | -9756 | -14333 | -15166 | -11384 |
Profit Factor | 2.3169 | 2.489 | 2.1386 | 2.145 | 2.0869 | 2.2141 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 33 | 15 | 18 | 33 | 15 | 18 |
Losing Trades | 27 | 15 | 12 | 27 | 15 | 12 |
Profitability (%) | 55 | 50 | 60 | 55 | 50 | 60 |
Ratio Avg Win / Avg Loss | 1.8956 | 2.489 | 1.4257 | 1.755 | 2.0869 | 1.4761 |
Largest Winning Trade | 11818 | 11818 | 10021 | 17192 | 17192 | 16300 |
Largest Losing Trade | -8882 | -4989 | -8882 | -10364 | -9292 | -10364 |
Avg Bars in Trades | 395 | 426 | 364 | 395 | 426 | 364 |
Avg Bars in Winners | 413 | 402 | 422 | 413 | 402 | 422 |
Avg Bars in Losers | 373 | 450 | 277 | 373 | 450 | 277 |
Bars Traded | 23743 | 12799 | 10944 | 23743 | 12799 | 10944 |
Profit Streak | 3.9539 | 6.8983 | 0 | 3.9539 | 6.8983 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -157883 | 431360 | 289850 | -158532 | 412426 | 369570 |
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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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