Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 52783.6649 | 10612.5944 | 42171.0705 | 41327.7084 | 7638.1208 | 33689.5876 |
Total P&L (%) | 52.7837 | 10.6126 | 42.1711 | 41.3277 | 7.6381 | 33.6896 |
Avg Daily Profit (%) | 0.2027 | 0.0408 | 0.1619 | 0.1329 | 0.0283 | 0.1116 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -35594 | -30246 | -32919 | -53611 | -37734 | -48380 |
Profit Factor | 1.3803 | 1.1432 | 1.6522 | 1.2449 | 1.0889 | 1.4068 |
Total Trades | 71 | 36 | 35 | 71 | 36 | 35 |
Winning Trades | 54 | 25 | 29 | 54 | 25 | 29 |
Losing Trades | 17 | 11 | 6 | 17 | 11 | 6 |
Profitability (%) | 76.0563 | 69.4444 | 82.8571 | 76.0563 | 69.4444 | 82.8571 |
Ratio Avg Win / Avg Loss | 0.4345 | 0.503 | 0.3418 | 0.3919 | 0.4791 | 0.2911 |
Largest Winning Trade | 17149 | 7496 | 17149 | 19827 | 9057 | 19827 |
Largest Losing Trade | -31638 | -20975 | -31638 | -42118 | -23848 | -42118 |
Avg Bars in Trades | 327 | 363 | 289 | 327 | 363 | 289 |
Avg Bars in Winners | 174 | 164 | 184 | 174 | 164 | 184 |
Avg Bars in Losers | 810 | 817 | 798 | 810 | 817 | 798 |
Bars Traded | 23232 | 13096 | 10136 | 23232 | 13096 | 10136 |
Profit Streak | 36.9553 | 43.9449 | 36.9553 | 36.9553 | 43.9449 | 36.9553 |
Trades During Streak | 11 | 7 | 5 | 11 | 7 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -81898 | -347179 | 356941 | -106911 | -442597 | -43482 |
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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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