Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 63201.5929 | 9961.8868 | 53239.7062 | 51138.8328 | 13001.9485 | 38136.8842 |
Total P&L (%) | 63.2016 | 9.9619 | 53.2397 | 51.1388 | 13.0019 | 38.1369 |
Avg Daily Profit (%) | 0.2427 | 0.0383 | 0.2044 | 0.1587 | 0.0469 | 0.1241 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -37433 | -26267 | -39365 | -53520 | -31451 | -55540 |
Profit Factor | 1.3975 | 1.1785 | 1.5158 | 1.2517 | 1.2021 | 1.2746 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 39 | 18 | 21 | 39 | 18 | 21 |
Losing Trades | 19 | 11 | 8 | 19 | 11 | 8 |
Profitability (%) | 67.2414 | 62.069 | 72.4138 | 67.2414 | 62.069 | 72.4138 |
Ratio Avg Win / Avg Loss | 0.6808 | 0.7202 | 0.5775 | 0.6098 | 0.7346 | 0.4856 |
Largest Winning Trade | 15797 | 9838 | 15797 | 17833 | 12209 | 17833 |
Largest Losing Trade | -26252 | -18490 | -26252 | -33551 | -20162 | -33551 |
Avg Bars in Trades | 425 | 109 | 740 | 425 | 109 | 740 |
Avg Bars in Winners | 312 | 91 | 501 | 312 | 91 | 501 |
Avg Bars in Losers | 657 | 140 | 1369 | 657 | 140 | 1369 |
Bars Traded | 24667 | 3180 | 21487 | 24667 | 3180 | 21487 |
Profit Streak | 14.5631 | 14.5631 | 19.5318 | 14.5631 | 14.5631 | 19.5318 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -170622 | -332677 | 331333 | -173035 | -204067 | -28491 |
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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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