Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 39831.5046 | 13192.7634 | 26638.7412 | 46061.9548 | 13749.4889 | 32312.466 |
Total P&L (%) | 39.8315 | 13.1928 | 26.6387 | 46.062 | 13.7495 | 32.3125 |
Avg Daily Profit (%) | 0.4588 | 0.152 | 0.3069 | 0.4374 | 0.1485 | 0.3231 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -8466 | -6544 | -7122 | -13384 | -10290 | -9652 |
Profit Factor | 2.0483 | 1.9342 | 2.1158 | 1.9259 | 1.7145 | 2.0592 |
Total Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Winning Trades | 42 | 22 | 20 | 42 | 22 | 20 |
Losing Trades | 19 | 9 | 10 | 19 | 9 | 10 |
Profitability (%) | 68.8525 | 70.9677 | 66.6667 | 68.8525 | 70.9677 | 66.6667 |
Ratio Avg Win / Avg Loss | 0.9266 | 0.7913 | 1.0579 | 0.8712 | 0.7014 | 1.0296 |
Largest Winning Trade | 6031 | 3591 | 6031 | 7260 | 4985 | 7260 |
Largest Losing Trade | -6089 | -4775 | -6089 | -9384 | -7550 | -9384 |
Avg Bars in Trades | 386 | 130 | 652 | 386 | 130 | 652 |
Avg Bars in Winners | 222 | 101 | 354 | 222 | 101 | 354 |
Avg Bars in Losers | 751 | 200 | 1247 | 751 | 200 | 1247 |
Bars Traded | 23600 | 4036 | 19564 | 23600 | 4036 | 19564 |
Profit Streak | 2.4238 | 10.9064 | 0 | 2.4238 | 10.9064 | 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 | -158477 | -55959 | 295325 | -158343 | -41340 | 314531 |
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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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