Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 84184.6456 | 25756.2535 | 58428.3921 | 96285.3537 | 35009.6643 | 61275.6894 |
Total P&L (%) | 84.1846 | 25.7563 | 58.4284 | 96.2854 | 35.0097 | 61.2757 |
Avg Daily Profit (%) | 0.3233 | 0.0989 | 0.2244 | 0.2593 | 0.1153 | 0.1837 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -37209 | -25095 | -28593 | -56435 | -38541 | -49580 |
Profit Factor | 1.6955 | 1.4034 | 2.0215 | 1.5248 | 1.384 | 1.664 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 49 | 24 | 25 | 49 | 24 | 25 |
Losing Trades | 13 | 7 | 6 | 13 | 7 | 6 |
Profitability (%) | 79.0323 | 77.4194 | 80.6452 | 79.0323 | 77.4194 | 80.6452 |
Ratio Avg Win / Avg Loss | 0.4498 | 0.4093 | 0.4852 | 0.4045 | 0.4037 | 0.3994 |
Largest Winning Trade | 19212 | 8425 | 19212 | 25164 | 11927 | 25164 |
Largest Losing Trade | -27877 | -21757 | -27877 | -49580 | -28368 | -49580 |
Avg Bars in Trades | 376 | 421 | 330 | 376 | 421 | 330 |
Avg Bars in Winners | 234 | 257 | 212 | 234 | 257 | 212 |
Avg Bars in Losers | 909 | 982 | 823 | 909 | 982 | 823 |
Bars Traded | 23318 | 13061 | 10257 | 23318 | 13061 | 10257 |
Profit Streak | 36.6067 | 41.5233 | 36.6067 | 36.6067 | 41.5233 | 36.6067 |
Trades During Streak | 9 | 5 | 4 | 9 | 5 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -145363 | -61716 | 437138 | -146553 | -39106 | 406622 |
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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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