Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 88661.0668 | 14029.2781 | 74631.7887 | 79965.5374 | 15554.4901 | 64411.0473 |
Total P&L (%) | 88.6611 | 14.0293 | 74.6318 | 79.9655 | 15.5545 | 64.411 |
Avg Daily Profit (%) | 0.3405 | 0.0539 | 0.2866 | 0.2259 | 0.0555 | 0.1911 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -38100 | -11044 | -46265 | -71889 | -17900 | -84283 |
Profit Factor | 1.6598 | 1.2719 | 1.9016 | 1.3818 | 1.2315 | 1.4528 |
Total Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Winning Trades | 38 | 18 | 20 | 38 | 18 | 20 |
Losing Trades | 21 | 12 | 9 | 21 | 12 | 9 |
Profitability (%) | 64.4068 | 60 | 68.9655 | 64.4068 | 60 | 68.9655 |
Ratio Avg Win / Avg Loss | 0.9172 | 0.8479 | 0.8557 | 0.7636 | 0.821 | 0.6538 |
Largest Winning Trade | 29720 | 20364 | 29720 | 31914 | 15547 | 31914 |
Largest Losing Trade | -36392 | -23364 | -36392 | -63381 | -23364 | -63381 |
Avg Bars in Trades | 396 | 104 | 697 | 396 | 104 | 697 |
Avg Bars in Winners | 386 | 77 | 663 | 386 | 77 | 663 |
Avg Bars in Losers | 414 | 145 | 773 | 414 | 145 | 773 |
Bars Traded | 23379 | 3148 | 20231 | 23379 | 3148 | 20231 |
Profit Streak | 55.122 | 55.1741 | 55.122 | 55.122 | 55.1741 | 55.122 |
Trades During Streak | 9 | 5 | 4 | 9 | 5 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -168194 | -161772 | 420023 | -170622 | -129239 | 323910 |
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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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