Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 27558.4055 | 7232.5074 | 20325.8981 | 28060.5265 | 6804.3613 | 21256.1652 |
Total P&L (%) | 27.5584 | 7.2325 | 20.3259 | 28.0605 | 6.8044 | 21.2562 |
Avg Daily Profit (%) | 0.5292 | 0.1389 | 0.3903 | 0.476 | 0.1265 | 0.3708 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -17786 | -16857 | -9269 | -24862 | -22985 | -13175 |
Profit Factor | 1.3774 | 1.1499 | 1.8203 | 1.3091 | 1.1143 | 1.6806 |
Total Trades | 108 | 54 | 54 | 108 | 54 | 54 |
Winning Trades | 74 | 38 | 36 | 74 | 38 | 36 |
Losing Trades | 34 | 16 | 18 | 34 | 16 | 18 |
Profitability (%) | 68.5185 | 70.3704 | 66.6667 | 68.5185 | 70.3704 | 66.6667 |
Ratio Avg Win / Avg Loss | 0.6329 | 0.4842 | 0.9101 | 0.6015 | 0.4692 | 0.8403 |
Largest Winning Trade | 6980 | 6980 | 5028 | 7415 | 7415 | 5866 |
Largest Losing Trade | -7732 | -7732 | -5034 | -10003 | -10003 | -5350 |
Avg Bars in Trades | 222 | 227 | 216 | 222 | 227 | 216 |
Avg Bars in Winners | 112 | 112 | 111 | 112 | 112 | 111 |
Avg Bars in Losers | 461 | 500 | 427 | 461 | 500 | 427 |
Bars Traded | 23999 | 12308 | 11691 | 23999 | 12308 | 11691 |
Profit Streak | 15.9622 | 15.9622 | 23.1768 | 15.9622 | 15.9622 | 23.1768 |
Trades During Streak | 5 | 2 | 8 | 5 | 2 | 8 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 305785 | -409109 | -175044 | 276029 | -464835 | -174860 |
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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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