Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 47815.8992 | 7320.4194 | 40495.4798 | 55884.2904 | 7087.3002 | 48796.9902 |
Total P&L (%) | 47.8159 | 7.3204 | 40.4955 | 55.8843 | 7.0873 | 48.797 |
Avg Daily Profit (%) | 0.9181 | 0.1406 | 0.7776 | 0.8561 | 0.1316 | 0.766 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -13088 | -7842 | -10844 | -16244 | -9663 | -13594 |
Profit Factor | 1.8884 | 1.348 | 2.2351 | 1.8267 | 1.2719 | 2.1748 |
Total Trades | 89 | 45 | 44 | 89 | 45 | 44 |
Winning Trades | 45 | 23 | 22 | 45 | 23 | 22 |
Losing Trades | 44 | 22 | 22 | 44 | 22 | 22 |
Profitability (%) | 50.5618 | 51.1111 | 50 | 50.5618 | 51.1111 | 50 |
Ratio Avg Win / Avg Loss | 1.8464 | 1.2894 | 2.2351 | 1.7861 | 1.2166 | 2.1748 |
Largest Winning Trade | 11092 | 9012 | 11092 | 13962 | 9735 | 13962 |
Largest Losing Trade | -7603 | -4891 | -7603 | -9446 | -6079 | -9446 |
Avg Bars in Trades | 262 | 70 | 459 | 262 | 70 | 459 |
Avg Bars in Winners | 219 | 60 | 385 | 219 | 60 | 385 |
Avg Bars in Losers | 307 | 81 | 533 | 307 | 81 | 533 |
Bars Traded | 23383 | 3176 | 20207 | 23383 | 3176 | 20207 |
Profit Streak | 1.1633 | 1.1675 | 0 | 1.1633 | 1.1675 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 372905 | -175161 | 454850 | 387790 | -187898 | 473670 |
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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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