Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 47734.3967 | 6542.1438 | 41192.2529 | 56089.1775 | 5274.7278 | 50814.4497 |
Total P&L (%) | 47.7344 | 6.5421 | 41.1923 | 56.0892 | 5.2747 | 50.8145 |
Avg Daily Profit (%) | 0.9166 | 0.1256 | 0.7909 | 0.8586 | 0.0987 | 0.7921 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -12480 | -6841 | -10586 | -16284 | -9268 | -13882 |
Profit Factor | 1.9879 | 1.317 | 2.4883 | 1.8853 | 1.196 | 2.3942 |
Total Trades | 77 | 39 | 38 | 77 | 39 | 38 |
Winning Trades | 43 | 21 | 22 | 43 | 21 | 22 |
Losing Trades | 34 | 18 | 16 | 34 | 18 | 16 |
Profitability (%) | 55.8442 | 53.8462 | 57.8947 | 55.8442 | 53.8462 | 57.8947 |
Ratio Avg Win / Avg Loss | 1.5719 | 1.1288 | 1.8097 | 1.4907 | 1.0252 | 1.7412 |
Largest Winning Trade | 11157 | 9338 | 11157 | 14403 | 10231 | 14403 |
Largest Losing Trade | -6920 | -5438 | -6920 | -9002 | -7134 | -9002 |
Avg Bars in Trades | 294 | 74 | 520 | 294 | 74 | 520 |
Avg Bars in Winners | 277 | 69 | 476 | 277 | 69 | 476 |
Avg Bars in Losers | 316 | 80 | 581 | 316 | 80 | 581 |
Bars Traded | 22686 | 2904 | 19782 | 22686 | 2904 | 19782 |
Profit Streak | 8.9402 | 8.9402 | 13.6069 | 8.9402 | 8.9402 | 13.6069 |
Trades During Streak | 2 | 1 | 3 | 2 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -31089 | -191776 | 567967 | -31841 | -232663 | 591908 |
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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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