Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 59959.4134 | 13417.8712 | 46541.5423 | 51890.1031 | 12418.3901 | 39471.7131 |
Total P&L (%) | 59.9594 | 13.4179 | 46.5415 | 51.8901 | 12.4184 | 39.4717 |
Avg Daily Profit (%) | 0.2302 | 0.0515 | 0.1787 | 0.1606 | 0.045 | 0.1278 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -45518 | -37803 | -36501 | -62658 | -43927 | -51612 |
Profit Factor | 1.4285 | 1.181 | 1.7076 | 1.3104 | 1.1442 | 1.4869 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 46 | 22 | 24 | 46 | 22 | 24 |
Losing Trades | 18 | 10 | 8 | 18 | 10 | 8 |
Profitability (%) | 71.875 | 68.75 | 75 | 71.875 | 68.75 | 75 |
Ratio Avg Win / Avg Loss | 0.559 | 0.5368 | 0.5692 | 0.5128 | 0.5201 | 0.4956 |
Largest Winning Trade | 17614 | 7740 | 17614 | 17818 | 7970 | 17818 |
Largest Losing Trade | -30541 | -20882 | -30541 | -38155 | -25458 | -38155 |
Avg Bars in Trades | 384 | 418 | 350 | 384 | 418 | 350 |
Avg Bars in Winners | 254 | 265 | 244 | 254 | 265 | 244 |
Avg Bars in Losers | 718 | 756 | 671 | 718 | 756 | 671 |
Bars Traded | 24624 | 13393 | 11231 | 24624 | 13393 | 11231 |
Profit Streak | 35.2735 | 35.2735 | 47.3881 | 35.2735 | 35.2735 | 47.3881 |
Trades During Streak | 12 | 6 | 7 | 12 | 6 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -133918 | -204112 | 348119 | -135772 | -284384 | -21657 |
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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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