Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 52876.2042 | 19636.4473 | 33239.7569 | 63142.6769 | 19167.4958 | 43975.1811 |
Total P&L (%) | 52.8762 | 19.6364 | 33.2398 | 63.1427 | 19.1675 | 43.9752 |
Avg Daily Profit (%) | 0.6091 | 0.2262 | 0.3829 | 0.5654 | 0.2022 | 0.4207 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -13072 | -12983 | -11731 | -16787 | -21044 | -14999 |
Profit Factor | 1.9524 | 1.7558 | 2.1253 | 1.8227 | 1.4766 | 2.2035 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 47 | 22 | 25 | 47 | 22 | 25 |
Losing Trades | 23 | 13 | 10 | 23 | 13 | 10 |
Profitability (%) | 67.1429 | 62.8571 | 71.4286 | 67.1429 | 62.8571 | 71.4286 |
Ratio Avg Win / Avg Loss | 0.9554 | 1.0375 | 0.8501 | 0.8919 | 0.8725 | 0.8814 |
Largest Winning Trade | 8731 | 8731 | 7119 | 12205 | 12205 | 7825 |
Largest Losing Trade | -11731 | -7168 | -11731 | -14999 | -11374 | -14999 |
Avg Bars in Trades | 341 | 346 | 336 | 341 | 346 | 336 |
Avg Bars in Winners | 321 | 325 | 318 | 321 | 325 | 318 |
Avg Bars in Losers | 382 | 382 | 382 | 382 | 382 | 382 |
Bars Traded | 23912 | 12130 | 11782 | 23912 | 12130 | 11782 |
Profit Streak | 4.154 | 4.154 | 5.706 | 4.154 | 4.154 | 5.706 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -86932 | 92350 | 346341 | -86871 | -673 | 397766 |
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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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