Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 106810.8715 | 60370.7184 | 46440.1531 | 133017.496 | 66913.6904 | 66103.8056 |
Total P&L (%) | 106.8109 | 60.3707 | 46.4402 | 133.0175 | 66.9137 | 66.1038 |
Avg Daily Profit (%) | 1.2304 | 0.6954 | 0.535 | 0.9792 | 0.5919 | 0.5863 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -28842 | -25336 | -14976 | -73953 | -60271 | -40122 |
Profit Factor | 2.0365 | 2.0509 | 2.0184 | 1.6766 | 1.6277 | 1.7346 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 29 | 12 | 17 | 29 | 12 | 17 |
Losing Trades | 33 | 19 | 14 | 33 | 19 | 14 |
Profitability (%) | 46.7742 | 38.7097 | 54.8387 | 46.7742 | 38.7097 | 54.8387 |
Ratio Avg Win / Avg Loss | 2.3174 | 3.2473 | 1.6622 | 1.9079 | 2.5771 | 1.4285 |
Largest Winning Trade | 46579 | 46579 | 16659 | 62526 | 62526 | 32779 |
Largest Losing Trade | -14976 | -8428 | -14976 | -40122 | -21215 | -40122 |
Avg Bars in Trades | 391 | 418 | 364 | 391 | 418 | 364 |
Avg Bars in Winners | 333 | 321 | 342 | 333 | 321 | 342 |
Avg Bars in Losers | 442 | 479 | 390 | 442 | 479 | 390 |
Bars Traded | 24271 | 12975 | 11296 | 24271 | 12975 | 11296 |
Profit Streak | 4.2242 | 5.5089 | 4.2242 | 4.2242 | 5.5089 | 4.2242 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -143819 | 356806 | 406783 | -144732 | 311246 | 412890 |
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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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