Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 88281.5246 | 28672.8285 | 59608.6961 | 101314.4893 | 30781.1981 | 70533.2912 |
Total P&L (%) | 88.2815 | 28.6728 | 59.6087 | 101.3145 | 30.7812 | 70.5333 |
Avg Daily Profit (%) | 0.339 | 0.1101 | 0.2289 | 0.269 | 0.1031 | 0.2052 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -53185 | -29450 | -26688 | -81698 | -45404 | -48807 |
Profit Factor | 1.6737 | 1.5098 | 1.7971 | 1.4733 | 1.3328 | 1.5801 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 35 | 17 | 18 | 35 | 17 | 18 |
Losing Trades | 29 | 15 | 14 | 29 | 15 | 14 |
Profitability (%) | 54.6875 | 53.125 | 56.25 | 54.6875 | 53.125 | 56.25 |
Ratio Avg Win / Avg Loss | 1.3868 | 1.3322 | 1.3977 | 1.2207 | 1.176 | 1.229 |
Largest Winning Trade | 25053 | 13007 | 25053 | 32563 | 20758 | 32563 |
Largest Losing Trade | -22249 | -12083 | -22249 | -40715 | -22082 | -40715 |
Avg Bars in Trades | 370 | 408 | 331 | 370 | 408 | 331 |
Avg Bars in Winners | 321 | 357 | 288 | 321 | 357 | 288 |
Avg Bars in Losers | 428 | 466 | 387 | 428 | 466 | 387 |
Bars Traded | 23686 | 13070 | 10616 | 23686 | 13070 | 10616 |
Profit Streak | 11.0685 | 20.6623 | 0 | 11.0685 | 20.6623 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -132779 | -47831 | 318782 | -134293 | -58061 | 318358 |
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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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