Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 84380.8723 | 30377.6631 | 54003.2092 | 96895.4056 | 34952.4011 | 61943.0045 |
Total P&L (%) | 84.3809 | 30.3777 | 54.0032 | 96.8954 | 34.9524 | 61.943 |
Avg Daily Profit (%) | 0.324 | 0.1166 | 0.2074 | 0.2605 | 0.1152 | 0.1853 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -35458 | -49015 | -11268 | -38820 | -54975 | -17675 |
Profit Factor | 1.5651 | 1.2759 | 2.378 | 1.5108 | 1.2503 | 2.2378 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 41 | 20 | 21 | 41 | 20 | 21 |
Losing Trades | 35 | 18 | 17 | 35 | 18 | 17 |
Profitability (%) | 53.9474 | 52.6316 | 55.2632 | 53.9474 | 52.6316 | 55.2632 |
Ratio Avg Win / Avg Loss | 1.3361 | 1.1483 | 1.9251 | 1.2897 | 1.1253 | 1.8115 |
Largest Winning Trade | 18701 | 16458 | 18701 | 22666 | 22666 | 19542 |
Largest Losing Trade | -14969 | -14969 | -5173 | -17835 | -17835 | -8008 |
Avg Bars in Trades | 318 | 524 | 113 | 318 | 524 | 113 |
Avg Bars in Winners | 377 | 634 | 133 | 377 | 634 | 133 |
Avg Bars in Losers | 249 | 401 | 88 | 249 | 401 | 88 |
Bars Traded | 24224 | 19919 | 4305 | 24224 | 19919 | 4305 |
Profit Streak | 9.4087 | 10.5858 | 9.4087 | 9.4087 | 10.5858 | 9.4087 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -43165 | -40806 | 400075 | -44040 | -42528 | 402593 |
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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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