Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 54152.4213 | 22105.9883 | 32046.433 | 66180.7219 | 23145.3308 | 43035.3911 |
Total P&L (%) | 54.1524 | 22.106 | 32.0464 | 66.1807 | 23.1453 | 43.0354 |
Avg Daily Profit (%) | 0.6238 | 0.2546 | 0.3692 | 0.5868 | 0.2401 | 0.4132 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -15574 | -14585 | -11568 | -19915 | -23311 | -14744 |
Profit Factor | 1.9708 | 1.7741 | 2.1771 | 1.8427 | 1.5346 | 2.2213 |
Total Trades | 71 | 35 | 36 | 71 | 35 | 36 |
Winning Trades | 42 | 18 | 24 | 42 | 18 | 24 |
Losing Trades | 29 | 17 | 12 | 29 | 17 | 12 |
Profitability (%) | 59.1549 | 51.4286 | 66.6667 | 59.1549 | 51.4286 | 66.6667 |
Ratio Avg Win / Avg Loss | 1.3608 | 1.6755 | 1.0885 | 1.2724 | 1.4494 | 1.1106 |
Largest Winning Trade | 8277 | 8277 | 6757 | 11706 | 11706 | 8020 |
Largest Losing Trade | -7983 | -4809 | -7983 | -10045 | -7447 | -10045 |
Avg Bars in Trades | 347 | 356 | 338 | 347 | 356 | 338 |
Avg Bars in Winners | 303 | 293 | 310 | 303 | 293 | 310 |
Avg Bars in Losers | 410 | 422 | 393 | 410 | 422 | 393 |
Bars Traded | 24651 | 12464 | 12187 | 24651 | 12464 | 12187 |
Profit Streak | 1.7437 | 9.3757 | 1.7437 | 1.7437 | 9.3757 | 1.7437 |
Trades During Streak | 2 | 3 | 1 | 2 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -80809 | 216757 | 254785 | -80571 | 160752 | 306560 |
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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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