Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 82075.7379 | 26854.6257 | 55221.1121 | 79874.5223 | 20408.1479 | 59466.3744 |
Total P&L (%) | 82.0757 | 26.8546 | 55.2211 | 79.8745 | 20.4081 | 59.4664 |
Avg Daily Profit (%) | 0.3152 | 0.1031 | 0.212 | 0.2257 | 0.0713 | 0.1794 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -32872 | -30666 | -33553 | -40480 | -37336 | -39956 |
Profit Factor | 1.5235 | 1.3124 | 1.7796 | 1.4142 | 1.1915 | 1.6893 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 45 | 20 | 25 | 45 | 20 | 25 |
Losing Trades | 13 | 9 | 4 | 13 | 9 | 4 |
Profitability (%) | 77.5862 | 68.9655 | 86.2069 | 77.5862 | 68.9655 | 86.2069 |
Ratio Avg Win / Avg Loss | 0.4401 | 0.5906 | 0.2847 | 0.4085 | 0.5362 | 0.2703 |
Largest Winning Trade | 11796 | 11796 | 10621 | 13603 | 11784 | 13603 |
Largest Losing Trade | -26182 | -19209 | -26182 | -35444 | -21245 | -35444 |
Avg Bars in Trades | 402 | 428 | 376 | 402 | 428 | 376 |
Avg Bars in Winners | 262 | 242 | 278 | 262 | 242 | 278 |
Avg Bars in Losers | 886 | 841 | 987 | 886 | 841 | 987 |
Bars Traded | 23339 | 12419 | 10920 | 23339 | 12419 | 10920 |
Profit Streak | 0 | 0 | 17.3619 | 0 | 0 | 17.3619 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -168930 | -59202 | 394064 | -170363 | -114885 | 387921 |
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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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