Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 89043.563 | 37346.0719 | 51697.4911 | 127634.5041 | 51946.2218 | 75688.2823 |
Total P&L (%) | 89.0436 | 37.3461 | 51.6975 | 127.6345 | 51.9462 | 75.6883 |
Avg Daily Profit (%) | 1.0257 | 0.4302 | 0.5955 | 0.9521 | 0.4831 | 0.6513 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -19573 | -11206 | -16244 | -21068 | -13962 | -17207 |
Profit Factor | 2.2678 | 2.2168 | 2.3074 | 2.3219 | 2.1635 | 2.4581 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 50 | 23 | 27 | 50 | 23 | 27 |
Losing Trades | 20 | 12 | 8 | 20 | 12 | 8 |
Profitability (%) | 71.4286 | 65.7143 | 77.1429 | 71.4286 | 65.7143 | 77.1429 |
Ratio Avg Win / Avg Loss | 0.9071 | 1.1566 | 0.6837 | 0.9287 | 1.1288 | 0.7283 |
Largest Winning Trade | 14083 | 14083 | 9479 | 16776 | 16776 | 13524 |
Largest Losing Trade | -16244 | -4870 | -16244 | -17207 | -6169 | -17207 |
Avg Bars in Trades | 349 | 341 | 357 | 349 | 341 | 357 |
Avg Bars in Winners | 311 | 300 | 320 | 311 | 300 | 320 |
Avg Bars in Losers | 443 | 419 | 479 | 443 | 419 | 479 |
Bars Traded | 24437 | 11942 | 12495 | 24437 | 11942 | 12495 |
Profit Streak | 5.4366 | 10.1449 | 5.4366 | 5.4366 | 10.1449 | 5.4366 |
Trades During Streak | 6 | 4 | 3 | 6 | 4 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -81480 | 438420 | 524101 | -81440 | 486152 | 595650 |
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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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