Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 113345.6284 | 28898.6832 | 84446.9451 | 174628.4634 | 44254.6373 | 130373.8261 |
Total P&L (%) | 113.3456 | 28.8987 | 84.4469 | 174.6285 | 44.2546 | 130.3738 |
Avg Daily Profit (%) | 0.4352 | 0.111 | 0.3243 | 0.3887 | 0.1408 | 0.321 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -20363 | -22321 | -10983 | -29494 | -33044 | -25149 |
Profit Factor | 2.0824 | 1.4189 | 3.3643 | 1.9282 | 1.3647 | 2.9522 |
Total Trades | 69 | 34 | 35 | 69 | 34 | 35 |
Winning Trades | 47 | 21 | 26 | 47 | 21 | 26 |
Losing Trades | 22 | 13 | 9 | 22 | 13 | 9 |
Profitability (%) | 68.1159 | 61.7647 | 74.2857 | 68.1159 | 61.7647 | 74.2857 |
Ratio Avg Win / Avg Loss | 0.9748 | 0.8783 | 1.1646 | 0.9026 | 0.8448 | 1.0219 |
Largest Winning Trade | 18199 | 14742 | 18199 | 21960 | 21664 | 21960 |
Largest Losing Trade | -15018 | -15018 | -10466 | -29494 | -29494 | -24036 |
Avg Bars in Trades | 354 | 421 | 288 | 354 | 421 | 288 |
Avg Bars in Winners | 292 | 314 | 275 | 292 | 314 | 275 |
Avg Bars in Losers | 484 | 593 | 326 | 484 | 593 | 326 |
Bars Traded | 24428 | 14319 | 10109 | 24428 | 14319 | 10109 |
Profit Streak | 9.3887 | 9.3887 | 51.9408 | 9.3887 | 9.3887 | 51.9408 |
Trades During Streak | 3 | 1 | 6 | 3 | 1 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -92686 | -48133 | 623637 | -93382 | -7327 | 593994 |
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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) |
---|