Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 55482.9813 | 11547.5155 | 43935.4659 | 57144.0592 | 7884.3733 | 49259.686 |
Total P&L (%) | 55.483 | 11.5475 | 43.9355 | 57.1441 | 7.8844 | 49.2597 |
Avg Daily Profit (%) | 0.6391 | 0.133 | 0.5061 | 0.522 | 0.0875 | 0.4624 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -34488 | -14611 | -21420 | -38023 | -17672 | -22827 |
Profit Factor | 1.5584 | 1.25 | 1.8264 | 1.5193 | 1.1503 | 1.8554 |
Total Trades | 77 | 38 | 39 | 77 | 38 | 39 |
Winning Trades | 52 | 22 | 30 | 52 | 22 | 30 |
Losing Trades | 25 | 16 | 9 | 25 | 16 | 9 |
Profitability (%) | 67.5325 | 57.8947 | 76.9231 | 67.5325 | 57.8947 | 76.9231 |
Ratio Avg Win / Avg Loss | 0.7492 | 0.9091 | 0.5479 | 0.7304 | 0.8366 | 0.5566 |
Largest Winning Trade | 29547 | 6946 | 29547 | 35842 | 6829 | 35842 |
Largest Losing Trade | -16408 | -11935 | -16408 | -16868 | -14718 | -16868 |
Avg Bars in Trades | 316 | 301 | 332 | 316 | 301 | 332 |
Avg Bars in Winners | 235 | 208 | 254 | 235 | 208 | 254 |
Avg Bars in Losers | 486 | 428 | 589 | 486 | 428 | 589 |
Bars Traded | 24391 | 11439 | 12952 | 24391 | 11439 | 12952 |
Profit Streak | 3.1175 | 3.1175 | 7.5203 | 3.1175 | 3.1175 | 7.5203 |
Trades During Streak | 3 | 1 | 4 | 3 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -35434 | -136913 | 440217 | -36563 | -300784 | 445833 |
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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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