Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 63464.0908 | 16894.5355 | 46569.5553 | 71186.0002 | 19090.3432 | 52095.6571 |
Total P&L (%) | 63.4641 | 16.8945 | 46.5696 | 71.186 | 19.0903 | 52.0957 |
Avg Daily Profit (%) | 0.2437 | 0.0649 | 0.1788 | 0.2066 | 0.0671 | 0.1612 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -21894 | -20059 | -16604 | -31986 | -29251 | -25404 |
Profit Factor | 1.6672 | 1.4113 | 1.8615 | 1.5333 | 1.3355 | 1.6803 |
Total Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Winning Trades | 46 | 22 | 24 | 46 | 22 | 24 |
Losing Trades | 15 | 8 | 7 | 15 | 8 | 7 |
Profitability (%) | 75.4098 | 73.3333 | 77.4194 | 75.4098 | 73.3333 | 77.4194 |
Ratio Avg Win / Avg Loss | 0.5436 | 0.5132 | 0.5429 | 0.5 | 0.4856 | 0.4901 |
Largest Winning Trade | 11648 | 6794 | 11648 | 15346 | 8815 | 15346 |
Largest Losing Trade | -16269 | -16269 | -14699 | -23588 | -23588 | -22311 |
Avg Bars in Trades | 394 | 470 | 320 | 394 | 470 | 320 |
Avg Bars in Winners | 225 | 293 | 163 | 225 | 293 | 163 |
Avg Bars in Losers | 912 | 957 | 860 | 912 | 957 | 860 |
Bars Traded | 24062 | 14114 | 9948 | 24062 | 14114 | 9948 |
Profit Streak | 10.3183 | 49.5267 | 10.3183 | 10.3183 | 49.5267 | 10.3183 |
Trades During Streak | 2 | 5 | 1 | 2 | 5 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -155062 | -113036 | 335949 | -155480 | -109053 | 333927 |
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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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