Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 44194.0395 | 15358.4411 | 28835.5984 | 50815.7232 | 15265.6043 | 35550.1189 |
Total P&L (%) | 44.194 | 15.3584 | 28.8356 | 50.8157 | 15.2656 | 35.5501 |
Avg Daily Profit (%) | 0.5091 | 0.1769 | 0.3322 | 0.4744 | 0.1638 | 0.351 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -13063 | -13080 | -9181 | -16261 | -18850 | -11252 |
Profit Factor | 1.6875 | 1.3635 | 2.3091 | 1.5962 | 1.2704 | 2.2349 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 62 | 28 | 34 | 62 | 28 | 34 |
Losing Trades | 26 | 16 | 10 | 26 | 16 | 10 |
Profitability (%) | 70.4545 | 63.6364 | 77.2727 | 70.4545 | 63.6364 | 77.2727 |
Ratio Avg Win / Avg Loss | 0.7077 | 0.7791 | 0.6791 | 0.6694 | 0.726 | 0.6573 |
Largest Winning Trade | 5027 | 5027 | 4462 | 5617 | 5617 | 5496 |
Largest Losing Trade | -8659 | -8659 | -8211 | -12357 | -12357 | -10056 |
Avg Bars in Trades | 276 | 267 | 285 | 276 | 267 | 285 |
Avg Bars in Winners | 212 | 171 | 246 | 212 | 171 | 246 |
Avg Bars in Losers | 429 | 435 | 418 | 429 | 435 | 418 |
Bars Traded | 24353 | 11789 | 12564 | 24353 | 11789 | 12564 |
Profit Streak | 4.2962 | 11.2371 | 4.2962 | 4.2962 | 11.2371 | 4.2962 |
Trades During Streak | 6 | 6 | 3 | 6 | 6 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 398467 | -2227 | 361226 | 401423 | -2969 | 373352 |
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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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