Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 58133.8208 | 15659.5452 | 42474.2756 | 48167.789 | 14058.0752 | 34109.7138 |
Total P&L (%) | 58.1338 | 15.6595 | 42.4743 | 48.1678 | 14.0581 | 34.1097 |
Avg Daily Profit (%) | 0.2232 | 0.0601 | 0.1631 | 0.1511 | 0.0505 | 0.1128 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -40181 | -31157 | -32056 | -46110 | -36132 | -41368 |
Profit Factor | 1.4015 | 1.2011 | 1.6346 | 1.3047 | 1.1681 | 1.4583 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 51 | 24 | 27 | 51 | 24 | 27 |
Losing Trades | 19 | 11 | 8 | 19 | 11 | 8 |
Profitability (%) | 72.8571 | 68.5714 | 77.1429 | 72.8571 | 68.5714 | 77.1429 |
Ratio Avg Win / Avg Loss | 0.5221 | 0.5505 | 0.4843 | 0.4861 | 0.5354 | 0.4321 |
Largest Winning Trade | 18145 | 9519 | 18145 | 17278 | 10709 | 17278 |
Largest Losing Trade | -30028 | -22300 | -30028 | -34984 | -24454 | -34984 |
Avg Bars in Trades | 340 | 364 | 316 | 340 | 364 | 316 |
Avg Bars in Winners | 193 | 188 | 198 | 193 | 188 | 198 |
Avg Bars in Losers | 734 | 749 | 713 | 734 | 749 | 713 |
Bars Traded | 23836 | 12763 | 11073 | 23836 | 12763 | 11073 |
Profit Streak | 28.7711 | 35.8336 | 28.7711 | 28.7711 | 35.8336 | 28.7711 |
Trades During Streak | 11 | 8 | 5 | 11 | 8 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -89152 | -121968 | 333765 | -91065 | -199658 | -42168 |
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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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