Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 41784.9882 | 30761.4242 | 11023.564 | 33583.2171 | 22617.5637 | 10965.6535 |
Total P&L (%) | 41.785 | 30.7614 | 11.0236 | 33.5832 | 22.6176 | 10.9657 |
Avg Daily Profit (%) | 0.4813 | 0.3544 | 0.127 | 0.3341 | 0.2352 | 0.1199 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -33599 | -19287 | -16456 | -54916 | -32065 | -25963 |
Profit Factor | 1.3439 | 1.5365 | 1.1718 | 1.2154 | 1.2888 | 1.1413 |
Total Trades | 85 | 42 | 43 | 85 | 42 | 43 |
Winning Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Losing Trades | 19 | 9 | 10 | 19 | 9 | 10 |
Profitability (%) | 77.6471 | 78.5714 | 76.7442 | 77.6471 | 78.5714 | 76.7442 |
Ratio Avg Win / Avg Loss | 0.3869 | 0.419 | 0.3551 | 0.3499 | 0.3515 | 0.3458 |
Largest Winning Trade | 6904 | 6904 | 6540 | 9468 | 8358 | 9468 |
Largest Losing Trade | -30834 | -11354 | -30834 | -30834 | -18014 | -30834 |
Avg Bars in Trades | 286 | 276 | 295 | 286 | 276 | 295 |
Avg Bars in Winners | 174 | 166 | 183 | 174 | 166 | 183 |
Avg Bars in Losers | 672 | 683 | 662 | 672 | 683 | 662 |
Bars Traded | 24318 | 11630 | 12688 | 24318 | 11630 | 12688 |
Profit Streak | 3.3704 | 12.3773 | 3.3704 | 3.3704 | 12.3773 | 3.3704 |
Trades During Streak | 4 | 4 | 2 | 4 | 4 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 319822 | 328629 | -189411 | 219997 | 161845 | -234195 |
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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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