Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 122714.9608 | 68733.9619 | 53980.9988 | 191717.8487 | 84620.9825 | 107096.8662 |
Total P&L (%) | 122.715 | 68.734 | 53.981 | 191.7178 | 84.621 | 107.0969 |
Avg Daily Profit (%) | 1.4136 | 0.7918 | 0.6218 | 1.2409 | 0.7088 | 0.8422 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -28386 | -15349 | -28386 | -46291 | -43263 | -46291 |
Profit Factor | 2.4487 | 2.4578 | 2.4372 | 2.0916 | 1.7965 | 2.5433 |
Total Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Winning Trades | 52 | 24 | 28 | 52 | 24 | 28 |
Losing Trades | 13 | 8 | 5 | 13 | 8 | 5 |
Profitability (%) | 80 | 75 | 84.8485 | 80 | 75 | 84.8485 |
Ratio Avg Win / Avg Loss | 0.6122 | 0.8193 | 0.4352 | 0.5229 | 0.5988 | 0.4542 |
Largest Winning Trade | 22247 | 22247 | 11406 | 25982 | 25982 | 22408 |
Largest Losing Trade | -28386 | -13323 | -28386 | -46291 | -37822 | -46291 |
Avg Bars in Trades | 367 | 389 | 345 | 367 | 389 | 345 |
Avg Bars in Winners | 261 | 263 | 260 | 261 | 263 | 260 |
Avg Bars in Losers | 787 | 766 | 821 | 787 | 766 | 821 |
Bars Traded | 23863 | 12449 | 11414 | 23863 | 12449 | 11414 |
Profit Streak | 4.1902 | 11.5999 | 4.1902 | 4.1902 | 11.5999 | 4.1902 |
Trades During Streak | 4 | 4 | 2 | 4 | 4 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -117996 | 624051 | 533981 | -118835 | 555614 | 635937 |
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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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