Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 69012.3448 | 18855.4261 | 50156.9187 | 70614.2709 | 19309.1585 | 51305.1124 |
Total P&L (%) | 69.0123 | 18.8554 | 50.1569 | 70.6143 | 19.3092 | 51.3051 |
Avg Daily Profit (%) | 0.265 | 0.0724 | 0.1926 | 0.2054 | 0.0678 | 0.1592 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -37860 | -33453 | -28827 | -53825 | -44675 | -43384 |
Profit Factor | 1.5512 | 1.2657 | 1.9244 | 1.4291 | 1.2122 | 1.6975 |
Total Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Winning Trades | 48 | 24 | 24 | 48 | 24 | 24 |
Losing Trades | 17 | 9 | 8 | 17 | 9 | 8 |
Profitability (%) | 73.8462 | 72.7273 | 75 | 73.8462 | 72.7273 | 75 |
Ratio Avg Win / Avg Loss | 0.5494 | 0.4746 | 0.6415 | 0.5061 | 0.4546 | 0.5658 |
Largest Winning Trade | 18452 | 9290 | 18452 | 22419 | 9453 | 22419 |
Largest Losing Trade | -24787 | -20320 | -24787 | -33537 | -25923 | -33537 |
Avg Bars in Trades | 357 | 394 | 319 | 357 | 394 | 319 |
Avg Bars in Winners | 206 | 220 | 192 | 206 | 220 | 192 |
Avg Bars in Losers | 783 | 856 | 702 | 783 | 856 | 702 |
Bars Traded | 23231 | 13003 | 10228 | 23231 | 13003 | 10228 |
Profit Streak | 11.6333 | 44.0916 | 0 | 11.6333 | 44.0916 | 0 |
Trades During Streak | 1 | 7 | 0 | 1 | 7 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -125611 | -102588 | 321281 | -126801 | -108728 | 297974 |
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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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