Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 64324.5138 | 19772.1432 | 44552.3706 | 59027.7314 | 19966.5845 | 39061.1469 |
Total P&L (%) | 64.3245 | 19.7721 | 44.5524 | 59.0277 | 19.9666 | 39.0611 |
Avg Daily Profit (%) | 0.247 | 0.0759 | 0.1711 | 0.1783 | 0.0699 | 0.1267 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -41013 | -31541 | -32610 | -52262 | -37739 | -45703 |
Profit Factor | 1.4768 | 1.2799 | 1.6932 | 1.3718 | 1.2457 | 1.504 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 49 | 24 | 25 | 49 | 24 | 25 |
Losing Trades | 17 | 9 | 8 | 17 | 9 | 8 |
Profitability (%) | 74.2424 | 72.7273 | 75.7576 | 74.2424 | 72.7273 | 75.7576 |
Ratio Avg Win / Avg Loss | 0.5124 | 0.48 | 0.5418 | 0.4759 | 0.4671 | 0.4813 |
Largest Winning Trade | 19334 | 9419 | 19334 | 19530 | 11354 | 19530 |
Largest Losing Trade | -28628 | -23028 | -28628 | -35411 | -26729 | -35411 |
Avg Bars in Trades | 341 | 367 | 316 | 341 | 367 | 316 |
Avg Bars in Winners | 207 | 215 | 200 | 207 | 215 | 200 |
Avg Bars in Losers | 727 | 772 | 676 | 727 | 772 | 676 |
Bars Traded | 22552 | 12124 | 10428 | 22552 | 12124 | 10428 |
Profit Streak | 36.9925 | 44.055 | 36.9925 | 36.9925 | 44.055 | 36.9925 |
Trades During Streak | 11 | 7 | 5 | 11 | 7 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -117896 | -97196 | 339883 | -119478 | -105271 | -23060 |
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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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