Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 11759.4478 | -9357.1542 | 21116.602 | 7542.472 | -15178.8988 | 22721.3708 |
Total P&L (%) | 11.7594 | -9.3572 | 21.1166 | 7.5425 | -15.1789 | 22.7214 |
Avg Daily Profit (%) | 0.2258 | -0.1797 | 0.4055 | 0.1397 | -0.3156 | 0.3939 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -37255 | -26707 | -12151 | -50209 | -35077 | -16975 |
Profit Factor | 1.1633 | 0.8255 | 2.1487 | 1.0812 | 0.7785 | 1.931 |
Total Trades | 69 | 34 | 35 | 69 | 34 | 35 |
Winning Trades | 54 | 25 | 29 | 54 | 25 | 29 |
Losing Trades | 15 | 9 | 6 | 15 | 9 | 6 |
Profitability (%) | 78.2609 | 73.5294 | 82.8571 | 78.2609 | 73.5294 | 82.8571 |
Ratio Avg Win / Avg Loss | 0.3231 | 0.2972 | 0.4446 | 0.3003 | 0.2803 | 0.3995 |
Largest Winning Trade | 6465 | 6465 | 4304 | 7485 | 7485 | 4718 |
Largest Losing Trade | -13400 | -13400 | -7892 | -16406 | -16406 | -10400 |
Avg Bars in Trades | 355 | 386 | 326 | 355 | 386 | 326 |
Avg Bars in Winners | 202 | 177 | 224 | 202 | 177 | 224 |
Avg Bars in Losers | 908 | 968 | 819 | 908 | 968 | 819 |
Bars Traded | 24559 | 13145 | 11414 | 24559 | 13145 | 11414 |
Profit Streak | 3.3369 | 3.3369 | 10.6785 | 3.3369 | 3.3369 | 10.6785 |
Trades During Streak | 5 | 2 | 5 | 5 | 2 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -250042 | -580178 | 307287 | -409525 | -580178 | 327128 |
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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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