Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 57586.3374 | 8196.8303 | 49389.5071 | 63058.0036 | 16486.4397 | 46571.5639 |
Total P&L (%) | 57.5863 | 8.1968 | 49.3895 | 63.058 | 16.4864 | 46.5716 |
Avg Daily Profit (%) | 0.2211 | 0.0315 | 0.1897 | 0.1879 | 0.0586 | 0.1469 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -27184 | -8746 | -24900 | -54579 | -10361 | -50752 |
Profit Factor | 1.8312 | 1.4229 | 1.9898 | 1.5252 | 1.5597 | 1.514 |
Total Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Winning Trades | 37 | 19 | 18 | 37 | 19 | 18 |
Losing Trades | 24 | 12 | 12 | 24 | 12 | 12 |
Profitability (%) | 60.6557 | 61.2903 | 60 | 60.6557 | 61.2903 | 60 |
Ratio Avg Win / Avg Loss | 1.1878 | 0.8987 | 1.3265 | 0.9893 | 0.9851 | 1.0093 |
Largest Winning Trade | 18450 | 4519 | 18450 | 27240 | 8103 | 27240 |
Largest Losing Trade | -20580 | -4486 | -20580 | -41922 | -8893 | -41922 |
Avg Bars in Trades | 325 | 38 | 621 | 325 | 38 | 621 |
Avg Bars in Winners | 308 | 46 | 585 | 308 | 46 | 585 |
Avg Bars in Losers | 350 | 24 | 676 | 350 | 24 | 676 |
Bars Traded | 19833 | 1180 | 18653 | 19833 | 1180 | 18653 |
Profit Streak | 44.1662 | 44.1974 | 44.1662 | 44.1662 | 44.1974 | 44.1662 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -155255 | -315877 | 331986 | -157744 | -122861 | 117210 |
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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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