Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 89662.9248 | 34791.9555 | 54870.9693 | 102915.5607 | 44832.5638 | 58082.9969 |
Total P&L (%) | 89.6629 | 34.792 | 54.871 | 102.9156 | 44.8326 | 58.083 |
Avg Daily Profit (%) | 0.3443 | 0.1336 | 0.2107 | 0.2721 | 0.1423 | 0.176 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -34740 | -21464 | -33585 | -61014 | -35334 | -61014 |
Profit Factor | 1.7501 | 1.6173 | 1.8685 | 1.5513 | 1.5362 | 1.5634 |
Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Winning Trades | 45 | 23 | 22 | 45 | 23 | 22 |
Losing Trades | 18 | 9 | 9 | 18 | 9 | 9 |
Profitability (%) | 71.4286 | 71.875 | 70.9677 | 71.4286 | 71.875 | 70.9677 |
Ratio Avg Win / Avg Loss | 0.7 | 0.6329 | 0.7644 | 0.6205 | 0.6011 | 0.6396 |
Largest Winning Trade | 18968 | 10523 | 18968 | 27072 | 14564 | 27072 |
Largest Losing Trade | -33585 | -18132 | -33585 | -61014 | -25722 | -61014 |
Avg Bars in Trades | 387 | 411 | 363 | 387 | 411 | 363 |
Avg Bars in Winners | 293 | 318 | 267 | 293 | 318 | 267 |
Avg Bars in Losers | 623 | 649 | 597 | 623 | 649 | 597 |
Bars Traded | 24427 | 13161 | 11266 | 24427 | 13161 | 11266 |
Profit Streak | 31.105 | 38.2091 | 31.105 | 31.105 | 38.2091 | 31.105 |
Trades During Streak | 11 | 6 | 5 | 11 | 6 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -138509 | -14101 | 370464 | -139714 | -1982 | 340798 |
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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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