Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 72639.7816 | 16140.3385 | 56499.4432 | 77014.0492 | 21793.0298 | 55221.0193 |
Total P&L (%) | 72.6398 | 16.1403 | 56.4994 | 77.014 | 21.793 | 55.221 |
Avg Daily Profit (%) | 0.2789 | 0.062 | 0.217 | 0.2195 | 0.0757 | 0.169 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -29125 | -16105 | -23922 | -42930 | -18956 | -36302 |
Profit Factor | 1.5626 | 1.3757 | 1.6559 | 1.4258 | 1.406 | 1.4342 |
Total Trades | 71 | 36 | 35 | 71 | 36 | 35 |
Winning Trades | 47 | 23 | 24 | 47 | 23 | 24 |
Losing Trades | 24 | 13 | 11 | 24 | 13 | 11 |
Profitability (%) | 66.1972 | 63.8889 | 68.5714 | 66.1972 | 63.8889 | 68.5714 |
Ratio Avg Win / Avg Loss | 0.7979 | 0.7776 | 0.7589 | 0.7281 | 0.7947 | 0.6573 |
Largest Winning Trade | 13956 | 7931 | 13956 | 17948 | 9844 | 17948 |
Largest Losing Trade | -21746 | -16105 | -21746 | -32388 | -18185 | -32388 |
Avg Bars in Trades | 327 | 82 | 580 | 327 | 82 | 580 |
Avg Bars in Winners | 255 | 75 | 428 | 255 | 75 | 428 |
Avg Bars in Losers | 469 | 93 | 912 | 469 | 93 | 912 |
Bars Traded | 23273 | 2963 | 20310 | 23273 | 2963 | 20310 |
Profit Streak | 19.4513 | 19.4825 | 19.4513 | 19.4513 | 19.4825 | 19.4513 |
Trades During Streak | 5 | 3 | 2 | 5 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -80411 | -118877 | 334498 | -81755 | -96582 | 276302 |
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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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