Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 98273.2485 | 33308.0878 | 64965.1607 | 127906.6425 | 51396.3042 | 76510.3383 |
Total P&L (%) | 98.2732 | 33.3081 | 64.9652 | 127.9066 | 51.3963 | 76.5103 |
Avg Daily Profit (%) | 0.3774 | 0.1279 | 0.2495 | 0.3168 | 0.1594 | 0.2184 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -36904 | -20603 | -28417 | -58359 | -33991 | -57237 |
Profit Factor | 1.9081 | 1.6778 | 2.0997 | 1.7148 | 1.6708 | 1.7477 |
Total Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Winning Trades | 42 | 21 | 21 | 42 | 21 | 21 |
Losing Trades | 17 | 9 | 8 | 17 | 9 | 8 |
Profitability (%) | 71.1864 | 70 | 72.4138 | 71.1864 | 70 | 72.4138 |
Ratio Avg Win / Avg Loss | 0.7723 | 0.7191 | 0.7999 | 0.6941 | 0.7161 | 0.6658 |
Largest Winning Trade | 20203 | 10545 | 20203 | 29795 | 17747 | 29795 |
Largest Losing Trade | -28417 | -14777 | -28417 | -57237 | -21239 | -57237 |
Avg Bars in Trades | 394 | 424 | 362 | 394 | 424 | 362 |
Avg Bars in Winners | 277 | 308 | 246 | 277 | 308 | 246 |
Avg Bars in Losers | 683 | 697 | 667 | 683 | 697 | 667 |
Bars Traded | 23265 | 12743 | 10522 | 23265 | 12743 | 10522 |
Profit Streak | 0 | 0 | 36.9147 | 0 | 0 | 36.9147 |
Trades During Streak | 0 | 0 | 5 | 0 | 0 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -168166 | -23538 | 428892 | -169057 | 272536 | 406975 |
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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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