Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 50247.3687 | 23150.1483 | 27097.2203 | 58496.258 | 23209.7929 | 35286.4651 |
Total P&L (%) | 50.2474 | 23.1501 | 27.0972 | 58.4963 | 23.2098 | 35.2865 |
Avg Daily Profit (%) | 0.5788 | 0.2667 | 0.3121 | 0.5319 | 0.2407 | 0.3488 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -15060 | -14233 | -11550 | -23687 | -22227 | -15622 |
Profit Factor | 1.7431 | 1.7366 | 1.7488 | 1.6065 | 1.4964 | 1.7101 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 33 | 16 | 17 | 33 | 16 | 17 |
Losing Trades | 33 | 17 | 16 | 33 | 17 | 16 |
Profitability (%) | 50 | 48.4848 | 51.5152 | 50 | 48.4848 | 51.5152 |
Ratio Avg Win / Avg Loss | 1.7431 | 1.8452 | 1.646 | 1.6065 | 1.59 | 1.6095 |
Largest Winning Trade | 7726 | 7726 | 7006 | 10377 | 9758 | 10377 |
Largest Losing Trade | -10414 | -6688 | -10414 | -15622 | -11022 | -15622 |
Avg Bars in Trades | 362 | 363 | 361 | 362 | 363 | 361 |
Avg Bars in Winners | 374 | 383 | 366 | 374 | 383 | 366 |
Avg Bars in Losers | 349 | 344 | 355 | 349 | 344 | 355 |
Bars Traded | 23911 | 11996 | 11915 | 23911 | 11996 | 11915 |
Profit Streak | 4.882 | 0 | 8.6771 | 4.882 | 0 | 8.6771 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -116993 | 148803 | 283369 | -117108 | 109971 | 318148 |
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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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