Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 150206.1363 | 57344.2504 | 92861.8859 | 279400.4931 | 122504.0734 | 156896.4197 |
Total P&L (%) | 150.2061 | 57.3443 | 92.8619 | 279.4005 | 122.5041 | 156.8964 |
Avg Daily Profit (%) | 0.5768 | 0.2202 | 0.3566 | 0.5133 | 0.3076 | 0.363 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -15705 | -13057 | -9765 | -46403 | -33389 | -39315 |
Profit Factor | 2.4348 | 1.8425 | 3.5356 | 2.1782 | 1.8379 | 2.7254 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 35 | 15 | 20 | 35 | 15 | 20 |
Losing Trades | 27 | 16 | 11 | 27 | 16 | 11 |
Profitability (%) | 56.4516 | 48.3871 | 64.5161 | 56.4516 | 48.3871 | 64.5161 |
Ratio Avg Win / Avg Loss | 1.8783 | 1.9653 | 1.9446 | 1.6803 | 1.9604 | 1.499 |
Largest Winning Trade | 23429 | 23429 | 16663 | 55486 | 55486 | 25774 |
Largest Losing Trade | -10847 | -10847 | -9765 | -39315 | -28401 | -39315 |
Avg Bars in Trades | 387 | 420 | 354 | 387 | 420 | 354 |
Avg Bars in Winners | 397 | 421 | 379 | 397 | 421 | 379 |
Avg Bars in Losers | 375 | 420 | 309 | 375 | 420 | 309 |
Bars Traded | 24044 | 13046 | 10998 | 24044 | 13046 | 10998 |
Profit Streak | 8.1708 | 9.3583 | 0 | 8.1708 | 9.3583 | 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 | -142904 | 325796 | 580563 | -143942 | 382738 | 487769 |
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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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