Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 82008.5701 | 41049.146 | 40959.4241 | 112779.6827 | 55019.8015 | 57759.8812 |
Total P&L (%) | 82.0086 | 41.0491 | 40.9594 | 112.7797 | 55.0198 | 57.7599 |
Avg Daily Profit (%) | 0.9447 | 0.4729 | 0.4718 | 0.8736 | 0.5063 | 0.5266 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -15046 | -9029 | -13856 | -27269 | -13186 | -25390 |
Profit Factor | 2.5254 | 3.9384 | 2.0294 | 2.3585 | 3.6129 | 1.9322 |
Total Trades | 73 | 36 | 37 | 73 | 36 | 37 |
Winning Trades | 48 | 25 | 23 | 48 | 25 | 23 |
Losing Trades | 25 | 11 | 14 | 25 | 11 | 14 |
Profitability (%) | 65.7534 | 69.4444 | 62.1622 | 65.7534 | 69.4444 | 62.1622 |
Ratio Avg Win / Avg Loss | 1.3153 | 1.7329 | 1.2353 | 1.2284 | 1.5897 | 1.1761 |
Largest Winning Trade | 21462 | 8795 | 21462 | 37597 | 12830 | 37597 |
Largest Losing Trade | -13856 | -5895 | -13856 | -25390 | -8725 | -25390 |
Avg Bars in Trades | 334 | 322 | 345 | 334 | 322 | 345 |
Avg Bars in Winners | 299 | 280 | 319 | 299 | 280 | 319 |
Avg Bars in Losers | 401 | 417 | 388 | 401 | 417 | 388 |
Bars Traded | 24391 | 11602 | 12789 | 24391 | 11602 | 12789 |
Profit Streak | 2.4044 | 3.1439 | 2.4044 | 2.4044 | 3.144 | 2.4044 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -60553 | 518403 | 305435 | -60937 | 560780 | 363076 |
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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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