Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 70447.8785 | 20910.0081 | 49537.8704 | 73062.9259 | 24344.6935 | 48718.2323 |
Total P&L (%) | 70.4479 | 20.91 | 49.5379 | 73.0629 | 24.3447 | 48.7182 |
Avg Daily Profit (%) | 0.2705 | 0.0803 | 0.1902 | 0.2108 | 0.0837 | 0.1525 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -31829 | -25941 | -27371 | -48283 | -37917 | -45089 |
Profit Factor | 1.5898 | 1.3367 | 1.8639 | 1.4255 | 1.2852 | 1.5642 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 44 | 22 | 22 | 44 | 22 | 22 |
Losing Trades | 14 | 7 | 7 | 14 | 7 | 7 |
Profitability (%) | 75.8621 | 75.8621 | 75.8621 | 75.8621 | 75.8621 | 75.8621 |
Ratio Avg Win / Avg Loss | 0.5058 | 0.4253 | 0.5931 | 0.4536 | 0.4089 | 0.4977 |
Largest Winning Trade | 19106 | 8425 | 19106 | 24714 | 11055 | 24714 |
Largest Losing Trade | -27371 | -20326 | -27371 | -44888 | -25480 | -44888 |
Avg Bars in Trades | 404 | 446 | 361 | 404 | 446 | 361 |
Avg Bars in Winners | 251 | 278 | 225 | 251 | 278 | 225 |
Avg Bars in Losers | 882 | 977 | 788 | 882 | 977 | 788 |
Bars Traded | 23445 | 12962 | 10483 | 23445 | 12962 | 10483 |
Profit Streak | 35.0658 | 40.0033 | 35.0658 | 35.0658 | 40.0033 | 35.0658 |
Trades During Streak | 9 | 5 | 4 | 9 | 5 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -167469 | -89949 | 371813 | -168982 | -83427 | 331378 |
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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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