Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 67612.5194 | 2256.4668 | 65356.0526 | 61658.1019 | 3553.8487 | 58104.2532 |
Total P&L (%) | 67.6125 | 2.2565 | 65.3561 | 61.6581 | 3.5538 | 58.1043 |
Avg Daily Profit (%) | 0.2596 | 0.0087 | 0.251 | 0.1846 | 0.0134 | 0.1761 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -48823 | -13610 | -40624 | -122804 | -24923 | -107836 |
Profit Factor | 1.4722 | 1.0695 | 1.5903 | 1.21 | 1.0591 | 1.2489 |
Total Trades | 97 | 49 | 48 | 97 | 49 | 48 |
Winning Trades | 54 | 27 | 27 | 54 | 27 | 27 |
Losing Trades | 43 | 22 | 21 | 43 | 22 | 21 |
Profitability (%) | 55.6701 | 55.102 | 56.25 | 55.6701 | 55.102 | 56.25 |
Ratio Avg Win / Avg Loss | 1.1723 | 0.8714 | 1.2369 | 0.9635 | 0.863 | 0.9713 |
Largest Winning Trade | 23523 | 4102 | 23523 | 33819 | 7244 | 33819 |
Largest Losing Trade | -27140 | -3206 | -27140 | -65369 | -5813 | -65369 |
Avg Bars in Trades | 244 | 16 | 477 | 244 | 16 | 477 |
Avg Bars in Winners | 264 | 14 | 513 | 264 | 14 | 513 |
Avg Bars in Losers | 220 | 19 | 431 | 220 | 19 | 431 |
Bars Traded | 23741 | 819 | 22922 | 23741 | 819 | 22922 |
Profit Streak | 6.9398 | 6.9398 | 7.096 | 6.9398 | 6.9398 | 7.096 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 354984 | -491914 | 352485 | 199932 | -497587 | 176924 |
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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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