Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 113372.7977 | 39323.7306 | 74049.0672 | 164050.8139 | 69387.738 | 94663.0759 |
Total P&L (%) | 113.3728 | 39.3237 | 74.0491 | 164.0508 | 69.3877 | 94.6631 |
Avg Daily Profit (%) | 0.4353 | 0.151 | 0.2843 | 0.3735 | 0.2026 | 0.2561 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -31008 | -23626 | -30594 | -53798 | -37057 | -62932 |
Profit Factor | 1.9708 | 1.7359 | 2.169 | 1.8368 | 1.823 | 1.8472 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 46 | 24 | 22 | 46 | 24 | 22 |
Losing Trades | 20 | 9 | 11 | 20 | 9 | 11 |
Profitability (%) | 69.697 | 72.7273 | 66.6667 | 69.697 | 72.7273 | 66.6667 |
Ratio Avg Win / Avg Loss | 0.8569 | 0.651 | 1.0845 | 0.7986 | 0.6836 | 0.9236 |
Largest Winning Trade | 15390 | 13086 | 15390 | 22570 | 22570 | 21365 |
Largest Losing Trade | -25172 | -18097 | -25172 | -52477 | -26551 | -52477 |
Avg Bars in Trades | 358 | 391 | 324 | 358 | 391 | 324 |
Avg Bars in Winners | 253 | 279 | 226 | 253 | 279 | 226 |
Avg Bars in Losers | 598 | 692 | 521 | 598 | 692 | 521 |
Bars Traded | 23645 | 12934 | 10711 | 23645 | 12934 | 10711 |
Profit Streak | 37.9919 | 45.3773 | 37.9919 | 37.9919 | 45.3773 | 37.9919 |
Trades During Streak | 13 | 8 | 6 | 13 | 8 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -114999 | 309043 | 491906 | -115786 | 411657 | 400861 |
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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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