Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 19693.378 | 2859.7801 | 16833.5979 | 21005.4173 | 2993.1801 | 18012.2372 |
Total P&L (%) | 19.6934 | 2.8598 | 16.8336 | 21.0054 | 2.9932 | 18.0122 |
Avg Daily Profit (%) | 1.1344 | 0.1647 | 0.9697 | 1.1044 | 0.17 | 0.9586 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -4904 | -5713 | -3596 | -5622 | -6507 | -4423 |
Profit Factor | 1.9159 | 1.2601 | 2.6022 | 1.8658 | 1.2395 | 2.531 |
Total Trades | 77 | 39 | 38 | 77 | 39 | 38 |
Winning Trades | 47 | 24 | 23 | 47 | 24 | 23 |
Losing Trades | 30 | 15 | 15 | 30 | 15 | 15 |
Profitability (%) | 61.039 | 61.5385 | 60.5263 | 61.039 | 61.5385 | 60.5263 |
Ratio Avg Win / Avg Loss | 1.2229 | 0.7876 | 1.6971 | 1.191 | 0.7747 | 1.6507 |
Largest Winning Trade | 3828 | 2717 | 3828 | 4395 | 3249 | 4395 |
Largest Losing Trade | -4904 | -4904 | -3303 | -5622 | -5622 | -4061 |
Avg Bars in Trades | 290 | 149 | 434 | 290 | 149 | 434 |
Avg Bars in Winners | 282 | 120 | 451 | 282 | 120 | 451 |
Avg Bars in Losers | 302 | 195 | 409 | 302 | 195 | 409 |
Bars Traded | 22334 | 5818 | 16516 | 22334 | 5818 | 16516 |
Profit Streak | 0 | 0 | 9.796 | 0 | 0 | 9.796 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -37707 | -160380 | 366097 | -37233 | -160738 | 389094 |
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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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