Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 95736.7305 | 53198.1814 | 42538.5491 | 104784.6945 | 89831.2936 | 14953.4009 |
Total P&L (%) | 95.7367 | 53.1982 | 42.5385 | 104.7847 | 89.8313 | 14.9534 |
Avg Daily Profit (%) | 0.3676 | 0.2043 | 0.1633 | 0.2756 | 0.2464 | 0.0535 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -43085 | -14279 | -47060 | -89963 | -16845 | -99162 |
Profit Factor | 1.6622 | 2.5298 | 1.3874 | 1.407 | 2.6113 | 1.0741 |
Total Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Winning Trades | 27 | 16 | 11 | 27 | 16 | 11 |
Losing Trades | 34 | 15 | 19 | 34 | 15 | 19 |
Profitability (%) | 44.2623 | 51.6129 | 36.6667 | 44.2623 | 51.6129 | 36.6667 |
Ratio Avg Win / Avg Loss | 2.0931 | 2.3716 | 2.3965 | 1.7718 | 2.4481 | 1.8553 |
Largest Winning Trade | 29807 | 26100 | 29807 | 39843 | 39843 | 37520 |
Largest Losing Trade | -13915 | -8506 | -13915 | -29192 | -11031 | -29192 |
Avg Bars in Trades | 401 | 99 | 713 | 401 | 99 | 713 |
Avg Bars in Winners | 647 | 139 | 1387 | 647 | 139 | 1387 |
Avg Bars in Losers | 205 | 57 | 322 | 205 | 57 | 322 |
Bars Traded | 24478 | 3085 | 21393 | 24478 | 3085 | 21393 |
Profit Streak | 4.1171 | 23.1276 | 0 | 4.1171 | 23.1276 | 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 | -157535 | 402142 | 14839 | -159621 | 461100 | -277609 |
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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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