Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 55577.8517 | 15960.9616 | 39616.8901 | 68267.829 | 19054.5066 | 49213.3223 |
Total P&L (%) | 55.5779 | 15.961 | 39.6169 | 68.2678 | 19.0545 | 49.2133 |
Avg Daily Profit (%) | 0.6402 | 0.1839 | 0.4564 | 0.6013 | 0.2011 | 0.4621 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -15858 | -11704 | -12931 | -29250 | -20868 | -17924 |
Profit Factor | 2.1073 | 1.7225 | 2.4098 | 1.8478 | 1.5346 | 2.0966 |
Total Trades | 71 | 36 | 35 | 71 | 36 | 35 |
Winning Trades | 54 | 27 | 27 | 54 | 27 | 27 |
Losing Trades | 17 | 9 | 8 | 17 | 9 | 8 |
Profitability (%) | 76.0563 | 75 | 77.1429 | 76.0563 | 75 | 77.1429 |
Ratio Avg Win / Avg Loss | 0.6634 | 0.5742 | 0.714 | 0.5817 | 0.5115 | 0.6212 |
Largest Winning Trade | 8164 | 5582 | 8164 | 10840 | 8415 | 10840 |
Largest Losing Trade | -11798 | -7820 | -11798 | -16382 | -13795 | -16382 |
Avg Bars in Trades | 316 | 122 | 515 | 316 | 122 | 515 |
Avg Bars in Winners | 242 | 113 | 371 | 242 | 113 | 371 |
Avg Bars in Losers | 549 | 148 | 1000 | 549 | 148 | 1000 |
Bars Traded | 22451 | 4410 | 18041 | 22451 | 4410 | 18041 |
Profit Streak | 2.1718 | 11.0086 | 2.1718 | 2.1718 | 11.0086 | 2.1718 |
Trades During Streak | 3 | 4 | 1 | 3 | 4 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -79000 | 45228 | 324479 | -78987 | 101891 | 335187 |
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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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