Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 84169.1539 | 26747.7406 | 57421.4133 | 96578.5586 | 35840.1268 | 60738.4318 |
Total P&L (%) | 84.1692 | 26.7477 | 57.4214 | 96.5786 | 35.8401 | 60.7384 |
Avg Daily Profit (%) | 0.3232 | 0.1027 | 0.2205 | 0.2599 | 0.1177 | 0.1824 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -32258 | -23370 | -31362 | -60087 | -38500 | -57989 |
Profit Factor | 1.7131 | 1.4834 | 1.9157 | 1.4894 | 1.4071 | 1.5557 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 44 | 21 | 23 | 44 | 21 | 23 |
Losing Trades | 14 | 8 | 6 | 14 | 8 | 6 |
Profitability (%) | 75.8621 | 72.4138 | 79.3103 | 75.8621 | 72.4138 | 79.3103 |
Ratio Avg Win / Avg Loss | 0.5451 | 0.5651 | 0.4998 | 0.4739 | 0.536 | 0.4058 |
Largest Winning Trade | 18066 | 7800 | 18066 | 27377 | 13086 | 27377 |
Largest Losing Trade | -28392 | -18895 | -28392 | -54023 | -28369 | -54023 |
Avg Bars in Trades | 410 | 441 | 379 | 410 | 441 | 379 |
Avg Bars in Winners | 251 | 258 | 245 | 251 | 258 | 245 |
Avg Bars in Losers | 908 | 922 | 889 | 908 | 922 | 889 |
Bars Traded | 23798 | 12806 | 10992 | 23798 | 12806 | 10992 |
Profit Streak | 25.2841 | 33.7945 | 25.2841 | 25.2841 | 33.7945 | 25.2841 |
Trades During Streak | 9 | 5 | 4 | 9 | 5 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -166722 | -56731 | 420127 | -168158 | -36416 | 384685 |
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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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