Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 40195.0141 | -2360.0996 | 42555.1137 | 35081.0051 | -4326.1383 | 39407.1434 |
Total P&L (%) | 40.195 | -2.3601 | 42.5551 | 35.081 | -4.3261 | 39.4071 |
Avg Daily Profit (%) | 0.463 | -0.0272 | 0.4902 | 0.347 | -0.0509 | 0.3834 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -22685 | -19601 | -13240 | -23642 | -19599 | -12630 |
Profit Factor | 1.4244 | 0.9543 | 1.9879 | 1.3967 | 0.9102 | 1.9792 |
Total Trades | 73 | 36 | 37 | 73 | 36 | 37 |
Winning Trades | 41 | 19 | 22 | 41 | 19 | 22 |
Losing Trades | 32 | 17 | 15 | 32 | 17 | 15 |
Profitability (%) | 56.1644 | 52.7778 | 59.4595 | 56.1644 | 52.7778 | 59.4595 |
Ratio Avg Win / Avg Loss | 1.1117 | 0.8538 | 1.3554 | 1.0901 | 0.8144 | 1.3495 |
Largest Winning Trade | 38627 | 7174 | 38627 | 37639 | 6242 | 37639 |
Largest Losing Trade | -9063 | -9063 | -8622 | -8554 | -8554 | -8039 |
Avg Bars in Trades | 336 | 314 | 357 | 336 | 314 | 357 |
Avg Bars in Winners | 227 | 209 | 242 | 227 | 209 | 242 |
Avg Bars in Losers | 476 | 430 | 527 | 476 | 430 | 527 |
Bars Traded | 24551 | 11313 | 13238 | 24551 | 11313 | 13238 |
Profit Streak | 2.5683 | 2.5683 | 7.9746 | 2.5683 | 2.5683 | 7.9746 |
Trades During Streak | 3 | 1 | 5 | 3 | 1 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -69336 | -583918 | 421519 | -70951 | -583918 | 377989 |
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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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