Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 42359.8735 | 40807.6492 | 1552.2243 | 29156.2272 | 39696.7411 | -10540.5139 |
Total P&L (%) | 42.3599 | 40.8076 | 1.5522 | 29.1562 | 39.6967 | -10.5405 |
Avg Daily Profit (%) | 0.1627 | 0.1567 | 0.006 | 0.0983 | 0.1285 | -0.0428 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -20036 | -30368 | -28085 | -19585 | -26467 | -25751 |
Profit Factor | 1.2506 | 1.5922 | 1.0155 | 1.1845 | 1.669 | 0.8932 |
Total Trades | 81 | 40 | 41 | 81 | 40 | 41 |
Winning Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Losing Trades | 22 | 11 | 11 | 22 | 11 | 11 |
Profitability (%) | 72.8395 | 72.5 | 73.1707 | 72.8395 | 72.5 | 73.1707 |
Ratio Avg Win / Avg Loss | 0.4663 | 0.6039 | 0.3724 | 0.4417 | 0.6331 | 0.3275 |
Largest Winning Trade | 9583 | 9583 | 8048 | 9743 | 9743 | 6701 |
Largest Losing Trade | -27487 | -13315 | -27487 | -27487 | -11195 | -27487 |
Avg Bars in Trades | 293 | 299 | 288 | 293 | 299 | 288 |
Avg Bars in Winners | 171 | 183 | 159 | 171 | 183 | 159 |
Avg Bars in Losers | 622 | 604 | 639 | 622 | 604 | 639 |
Bars Traded | 23804 | 11982 | 11821 | 23804 | 11982 | 11821 |
Profit Streak | 6.7017 | 48.41 | 6.7017 | 6.7017 | 48.41 | 6.7017 |
Trades During Streak | 2 | 10 | 1 | 2 | 10 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -9868 | 307189 | -553442 | -97441 | -20171 | -578446 |
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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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