Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 36399.5302 | 629.5078 | 35770.0224 | 41378.3093 | -654.0951 | 42032.4044 |
Total P&L (%) | 36.3995 | 0.6295 | 35.77 | 41.3783 | -0.6541 | 42.0324 |
Avg Daily Profit (%) | 0.6989 | 0.0121 | 0.6868 | 0.6671 | -0.0126 | 0.676 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -14502 | -7244 | -9689 | -20461 | -10070 | -13917 |
Profit Factor | 2.0973 | 1.0399 | 3.056 | 1.9073 | 0.9693 | 2.7312 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 37 | 16 | 21 | 37 | 16 | 21 |
Losing Trades | 27 | 16 | 11 | 27 | 16 | 11 |
Profitability (%) | 57.8125 | 50 | 65.625 | 57.8125 | 50 | 65.625 |
Ratio Avg Win / Avg Loss | 1.5305 | 1.0399 | 1.6008 | 1.3918 | 0.9693 | 1.4306 |
Largest Winning Trade | 8668 | 4175 | 8668 | 11260 | 5627 | 11260 |
Largest Losing Trade | -5215 | -2271 | -5215 | -7370 | -2996 | -7370 |
Avg Bars in Trades | 356 | 68 | 645 | 356 | 68 | 645 |
Avg Bars in Winners | 386 | 73 | 624 | 386 | 73 | 624 |
Avg Bars in Losers | 316 | 63 | 684 | 316 | 63 | 684 |
Bars Traded | 22845 | 2195 | 20650 | 22845 | 2195 | 20650 |
Profit Streak | 13.2449 | 0 | 13.2928 | 13.2449 | 0 | 13.2928 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -130607 | -520630 | 560272 | -131914 | -582589 | 514416 |
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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) |
---|