Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 85172.9141 | 48833.5882 | 36339.3258 | 92355.1544 | 59687.9532 | 32667.2011 |
Total P&L (%) | 85.1729 | 48.8336 | 36.3393 | 92.3552 | 59.688 | 32.6672 |
Avg Daily Profit (%) | 0.6132 | 0.3515 | 0.2616 | 0.472 | 0.3375 | 0.2037 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -37806 | -19686 | -39198 | -48118 | -26046 | -48031 |
Profit Factor | 1.6122 | 2.0361 | 1.395 | 1.5434 | 2.0818 | 1.2846 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 50 | 27 | 23 | 50 | 27 | 23 |
Losing Trades | 16 | 6 | 10 | 16 | 6 | 10 |
Profitability (%) | 75.7576 | 81.8182 | 69.697 | 75.7576 | 81.8182 | 69.697 |
Ratio Avg Win / Avg Loss | 0.5159 | 0.4525 | 0.6065 | 0.4939 | 0.4626 | 0.5585 |
Largest Winning Trade | 14693 | 11765 | 14693 | 12894 | 12894 | 12850 |
Largest Losing Trade | -29438 | -13009 | -29438 | -35416 | -16534 | -35416 |
Avg Bars in Trades | 196 | 128 | 263 | 196 | 128 | 263 |
Avg Bars in Winners | 142 | 107 | 184 | 142 | 107 | 184 |
Avg Bars in Losers | 364 | 227 | 447 | 364 | 227 | 447 |
Bars Traded | 12961 | 4254 | 8707 | 12961 | 4254 | 8707 |
Profit Streak | 148.7135 | 210.7865 | 148.7135 | 148.7135 | 210.7865 | 148.7135 |
Trades During Streak | 11 | 17 | 5 | 11 | 17 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -113924 | 450114 | 243276 | -115500 | 475955 | 189428 |
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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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