Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 52848.0936 | 3081.7531 | 49766.3405 | 60404.6625 | 4103.2251 | 56301.4374 |
Total P&L (%) | 52.8481 | 3.0818 | 49.7663 | 60.4047 | 4.1032 | 56.3014 |
Avg Daily Profit (%) | 0.6088 | 0.0355 | 0.5733 | 0.5458 | 0.0463 | 0.5158 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -31247 | -18265 | -14051 | -33549 | -20228 | -14685 |
Profit Factor | 1.8132 | 1.0934 | 2.5564 | 1.8861 | 1.1182 | 2.683 |
Total Trades | 79 | 40 | 39 | 79 | 40 | 39 |
Winning Trades | 48 | 23 | 25 | 48 | 23 | 25 |
Losing Trades | 31 | 17 | 14 | 31 | 17 | 14 |
Profitability (%) | 60.7595 | 57.5 | 64.1026 | 60.7595 | 57.5 | 64.1026 |
Ratio Avg Win / Avg Loss | 1.171 | 0.8081 | 1.4316 | 1.2181 | 0.8265 | 1.5025 |
Largest Winning Trade | 25745 | 3553 | 25745 | 31815 | 5011 | 31815 |
Largest Losing Trade | -7496 | -4622 | -7496 | -7801 | -4806 | -7801 |
Avg Bars in Trades | 311 | 141 | 486 | 311 | 141 | 486 |
Avg Bars in Winners | 287 | 111 | 449 | 287 | 111 | 449 |
Avg Bars in Losers | 349 | 182 | 551 | 349 | 182 | 551 |
Bars Traded | 24621 | 5664 | 18957 | 24621 | 5664 | 18957 |
Profit Streak | 8.0978 | 16.202 | 8.0978 | 8.0978 | 16.202 | 8.0978 |
Trades During Streak | 9 | 6 | 4 | 9 | 6 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -17504 | -429532 | 530113 | -17397 | -388032 | 577097 |
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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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