Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 70898.6771 | 20584.1347 | 50314.5424 | 71145.0975 | 27726.3811 | 43418.7164 |
Total P&L (%) | 70.8987 | 20.5841 | 50.3145 | 71.1451 | 27.7264 | 43.4187 |
Avg Daily Profit (%) | 0.2722 | 0.079 | 0.1932 | 0.2066 | 0.094 | 0.1386 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -38576 | -24819 | -31132 | -52874 | -32307 | -52144 |
Profit Factor | 1.5862 | 1.3641 | 1.7812 | 1.4106 | 1.372 | 1.4397 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 47 | 23 | 24 | 47 | 23 | 24 |
Losing Trades | 15 | 8 | 7 | 15 | 8 | 7 |
Profitability (%) | 75.8065 | 74.1935 | 77.4194 | 75.8065 | 74.1935 | 77.4194 |
Ratio Avg Win / Avg Loss | 0.5062 | 0.4745 | 0.5195 | 0.4502 | 0.4772 | 0.4199 |
Largest Winning Trade | 19302 | 8237 | 19302 | 23085 | 11787 | 23085 |
Largest Losing Trade | -28745 | -23788 | -28745 | -51483 | -29335 | -51483 |
Avg Bars in Trades | 377 | 424 | 330 | 377 | 424 | 330 |
Avg Bars in Winners | 211 | 245 | 178 | 211 | 245 | 178 |
Avg Bars in Losers | 899 | 939 | 852 | 899 | 939 | 852 |
Bars Traded | 23416 | 13173 | 10243 | 23416 | 13173 | 10243 |
Profit Streak | 24.3321 | 33.1134 | 24.3321 | 24.3321 | 33.1134 | 24.3321 |
Trades During Streak | 7 | 4 | 3 | 7 | 4 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -146518 | -91904 | 375642 | -148153 | -68706 | -7118 |
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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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