Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 37443.9218 | 6718.1479 | 30725.7739 | 40343.9676 | 8969.7049 | 31374.2627 |
Total P&L (%) | 37.4439 | 6.7181 | 30.7258 | 40.344 | 8.9697 | 31.3743 |
Avg Daily Profit (%) | 0.4313 | 0.0774 | 0.3539 | 0.3912 | 0.099 | 0.3148 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -14078 | -9166 | -10574 | -17775 | -9212 | -13634 |
Profit Factor | 1.5968 | 1.2661 | 1.8196 | 1.5713 | 1.3237 | 1.7311 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 39 | 19 | 20 | 39 | 19 | 20 |
Losing Trades | 35 | 18 | 17 | 35 | 18 | 17 |
Profitability (%) | 52.7027 | 51.3514 | 54.0541 | 52.7027 | 51.3514 | 54.0541 |
Ratio Avg Win / Avg Loss | 1.4331 | 1.1994 | 1.5467 | 1.4101 | 1.2541 | 1.4714 |
Largest Winning Trade | 7798 | 5454 | 7798 | 8035 | 5586 | 8035 |
Largest Losing Trade | -8433 | -5546 | -8433 | -10538 | -5713 | -10538 |
Avg Bars in Trades | 329 | 136 | 523 | 329 | 136 | 523 |
Avg Bars in Winners | 314 | 140 | 479 | 314 | 140 | 479 |
Avg Bars in Losers | 347 | 132 | 574 | 347 | 132 | 574 |
Bars Traded | 24407 | 5052 | 19355 | 24407 | 5052 | 19355 |
Profit Streak | 4.1884 | 10.5981 | 4.1884 | 4.1884 | 10.5981 | 4.1884 |
Trades During Streak | 5 | 4 | 2 | 5 | 4 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -60425 | -255709 | 300397 | -60667 | -226542 | 244288 |
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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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