Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 57824.4206 | 17405.7332 | 40418.6874 | 69391.0788 | 12936.1716 | 56454.9072 |
Total P&L (%) | 57.8244 | 17.4057 | 40.4187 | 69.3911 | 12.9362 | 56.4549 |
Avg Daily Profit (%) | 0.6661 | 0.2005 | 0.4656 | 0.609 | 0.1402 | 0.5169 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -23551 | -21154 | -11562 | -46642 | -40930 | -21458 |
Profit Factor | 1.8296 | 1.4042 | 2.5178 | 1.5686 | 1.1699 | 2.2305 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 43 | 20 | 23 | 43 | 20 | 23 |
Losing Trades | 17 | 10 | 7 | 17 | 10 | 7 |
Profitability (%) | 71.6667 | 66.6667 | 76.6667 | 71.6667 | 66.6667 | 76.6667 |
Ratio Avg Win / Avg Loss | 0.7234 | 0.7021 | 0.7663 | 0.6201 | 0.5849 | 0.6789 |
Largest Winning Trade | 8256 | 8256 | 7335 | 13406 | 12049 | 13406 |
Largest Losing Trade | -11562 | -9434 | -11562 | -21458 | -17477 | -21458 |
Avg Bars in Trades | 403 | 413 | 392 | 403 | 413 | 392 |
Avg Bars in Winners | 222 | 224 | 221 | 222 | 224 | 221 |
Avg Bars in Losers | 859 | 793 | 955 | 859 | 793 | 955 |
Bars Traded | 24190 | 12414 | 11776 | 24190 | 12414 | 11776 |
Profit Streak | 1.7676 | 0 | 6.2919 | 1.7676 | 0 | 6.2919 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -163432 | -1773 | 444845 | -163785 | -115441 | 486837 |
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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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