Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 63297.1545 | 27976.1248 | 35321.0297 | 76322.5573 | 30184.166 | 46138.3913 |
Total P&L (%) | 63.2972 | 27.9761 | 35.321 | 76.3226 | 30.1842 | 46.1384 |
Avg Daily Profit (%) | 0.7291 | 0.3223 | 0.4069 | 0.6555 | 0.3043 | 0.438 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -16716 | -9831 | -12432 | -21070 | -11591 | -16018 |
Profit Factor | 2.0252 | 1.9958 | 2.0498 | 1.9919 | 1.8575 | 2.1052 |
Total Trades | 81 | 40 | 41 | 81 | 40 | 41 |
Winning Trades | 57 | 28 | 29 | 57 | 28 | 29 |
Losing Trades | 24 | 12 | 12 | 24 | 12 | 12 |
Profitability (%) | 70.3704 | 70 | 70.7317 | 70.3704 | 70 | 70.7317 |
Ratio Avg Win / Avg Loss | 0.8527 | 0.8554 | 0.8482 | 0.8387 | 0.7961 | 0.8711 |
Largest Winning Trade | 28321 | 10254 | 28321 | 38915 | 9967 | 38915 |
Largest Losing Trade | -9597 | -6990 | -9597 | -12493 | -8401 | -12493 |
Avg Bars in Trades | 303 | 289 | 316 | 303 | 289 | 316 |
Avg Bars in Winners | 193 | 164 | 222 | 193 | 164 | 222 |
Avg Bars in Losers | 563 | 582 | 544 | 563 | 582 | 544 |
Bars Traded | 24588 | 11592 | 12996 | 24588 | 11592 | 12996 |
Profit Streak | 2.5084 | 2.5084 | 7.9216 | 2.5084 | 2.5084 | 7.9216 |
Trades During Streak | 5 | 2 | 6 | 5 | 2 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -3269 | 213723 | 372445 | -3517 | 205657 | 420483 |
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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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