Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 92566.8539 | 48632.3106 | 43934.5433 | 113223.9425 | 49581.342 | 63642.6005 |
Total P&L (%) | 92.5669 | 48.6323 | 43.9345 | 113.2239 | 49.5813 | 63.6426 |
Avg Daily Profit (%) | 1.0663 | 0.5602 | 0.5061 | 0.876 | 0.4649 | 0.569 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -35572 | -15306 | -35572 | -54685 | -31069 | -54685 |
Profit Factor | 1.9479 | 1.9568 | 1.9382 | 1.7056 | 1.5716 | 1.8631 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 54 | 25 | 29 | 54 | 25 | 29 |
Losing Trades | 18 | 11 | 7 | 18 | 11 | 7 |
Profitability (%) | 75 | 69.4444 | 80.5556 | 75 | 69.4444 | 80.5556 |
Ratio Avg Win / Avg Loss | 0.6493 | 0.861 | 0.4678 | 0.5685 | 0.6915 | 0.4497 |
Largest Winning Trade | 19644 | 19644 | 11559 | 20452 | 20452 | 16804 |
Largest Losing Trade | -35572 | -11117 | -35572 | -54685 | -22426 | -54685 |
Avg Bars in Trades | 339 | 358 | 319 | 339 | 358 | 319 |
Avg Bars in Winners | 269 | 266 | 273 | 269 | 266 | 273 |
Avg Bars in Losers | 547 | 569 | 513 | 547 | 569 | 513 |
Bars Traded | 24426 | 12913 | 11513 | 24426 | 12913 | 11513 |
Profit Streak | 3.063 | 3.063 | 7.8477 | 3.063 | 3.063 | 7.8477 |
Trades During Streak | 3 | 1 | 4 | 3 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -68519 | 348009 | 463280 | -69152 | 290704 | 529553 |
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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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