Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 60885.2407 | 19347.5254 | 41537.7153 | 75943.9873 | 23591.3108 | 52352.6765 |
Total P&L (%) | 60.8852 | 19.3475 | 41.5377 | 75.944 | 23.5913 | 52.3527 |
Avg Daily Profit (%) | 0.7014 | 0.2229 | 0.4785 | 0.653 | 0.2443 | 0.4862 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -12004 | -10353 | -9949 | -16714 | -13163 | -12645 |
Profit Factor | 1.972 | 1.5431 | 2.5379 | 1.941 | 1.5051 | 2.5396 |
Total Trades | 67 | 34 | 33 | 67 | 34 | 33 |
Winning Trades | 47 | 23 | 24 | 47 | 23 | 24 |
Losing Trades | 20 | 11 | 9 | 20 | 11 | 9 |
Profitability (%) | 70.1493 | 67.6471 | 72.7273 | 70.1493 | 67.6471 | 72.7273 |
Ratio Avg Win / Avg Loss | 0.8392 | 0.738 | 0.9517 | 0.8259 | 0.7198 | 0.9523 |
Largest Winning Trade | 8292 | 8292 | 6653 | 10627 | 10627 | 7350 |
Largest Losing Trade | -9125 | -8767 | -9125 | -12823 | -12823 | -9733 |
Avg Bars in Trades | 368 | 376 | 359 | 368 | 376 | 359 |
Avg Bars in Winners | 279 | 283 | 275 | 279 | 283 | 275 |
Avg Bars in Losers | 577 | 572 | 583 | 577 | 572 | 583 |
Bars Traded | 24686 | 12815 | 11871 | 24686 | 12815 | 11871 |
Profit Streak | 1.641 | 1.641 | 5.6167 | 1.641 | 1.641 | 5.6167 |
Trades During Streak | 2 | 1 | 4 | 2 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -110036 | -1673 | 453854 | -109902 | 39840 | 489061 |
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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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