Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 57532.9661 | 13914.5903 | 43618.3757 | 47747.5294 | 12450.0845 | 35297.4449 |
Total P&L (%) | 57.533 | 13.9146 | 43.6184 | 47.7475 | 12.4501 | 35.2974 |
Avg Daily Profit (%) | 0.2209 | 0.0534 | 0.1675 | 0.15 | 0.0451 | 0.1162 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -41008 | -30690 | -33407 | -49788 | -35190 | -43992 |
Profit Factor | 1.4089 | 1.1819 | 1.6796 | 1.306 | 1.1505 | 1.4817 |
Total Trades | 67 | 34 | 33 | 67 | 34 | 33 |
Winning Trades | 49 | 24 | 25 | 49 | 24 | 25 |
Losing Trades | 18 | 10 | 8 | 18 | 10 | 8 |
Profitability (%) | 73.1343 | 70.5882 | 75.7576 | 73.1343 | 70.5882 | 75.7576 |
Ratio Avg Win / Avg Loss | 0.5176 | 0.4924 | 0.5375 | 0.4798 | 0.4794 | 0.4741 |
Largest Winning Trade | 19334 | 10070 | 19334 | 18467 | 11479 | 18467 |
Largest Losing Trade | -30099 | -22252 | -30099 | -35356 | -24318 | -35356 |
Avg Bars in Trades | 347 | 377 | 316 | 347 | 377 | 316 |
Avg Bars in Winners | 208 | 215 | 201 | 208 | 215 | 201 |
Avg Bars in Losers | 725 | 763 | 676 | 725 | 763 | 676 |
Bars Traded | 23263 | 12819 | 10444 | 23263 | 12819 | 10444 |
Profit Streak | 33.46 | 40.5225 | 33.46 | 33.46 | 40.5225 | 33.46 |
Trades During Streak | 11 | 7 | 5 | 11 | 7 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -111631 | -184853 | 334809 | -113570 | -276098 | -37597 |
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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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