Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 48827.353 | 9680.9292 | 39146.4238 | 36982.0643 | 8069.5285 | 28912.5357 |
Total P&L (%) | 48.8274 | 9.6809 | 39.1464 | 36.9821 | 8.0695 | 28.9125 |
Avg Daily Profit (%) | 0.1875 | 0.0372 | 0.1503 | 0.1209 | 0.0298 | 0.0976 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -35261 | -32762 | -29408 | -39988 | -35110 | -37905 |
Profit Factor | 1.3492 | 1.1293 | 1.6026 | 1.2518 | 1.106 | 1.4086 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 50 | 24 | 26 | 50 | 24 | 26 |
Losing Trades | 18 | 10 | 8 | 18 | 10 | 8 |
Profitability (%) | 73.5294 | 70.5882 | 76.4706 | 73.5294 | 70.5882 | 76.4706 |
Ratio Avg Win / Avg Loss | 0.4857 | 0.4706 | 0.4931 | 0.4507 | 0.4609 | 0.4334 |
Largest Winning Trade | 19266 | 7862 | 19266 | 17716 | 8951 | 17716 |
Largest Losing Trade | -29064 | -23028 | -29064 | -33511 | -24670 | -33511 |
Avg Bars in Trades | 350 | 378 | 322 | 350 | 378 | 322 |
Avg Bars in Winners | 205 | 206 | 205 | 205 | 206 | 205 |
Avg Bars in Losers | 750 | 789 | 702 | 750 | 789 | 702 |
Bars Traded | 23803 | 12855 | 10948 | 23803 | 12855 | 10948 |
Profit Streak | 35.9647 | 43.0376 | 35.9647 | 35.9647 | 43.0376 | 35.9647 |
Trades During Streak | 11 | 7 | 5 | 11 | 7 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -105335 | -386087 | 313487 | -146092 | -421537 | -63288 |
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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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