Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 133606.2898 | 70237.4949 | 63368.795 | 237923.4907 | 135681.3586 | 102242.132 |
Total P&L (%) | 133.6063 | 70.2375 | 63.3688 | 237.9235 | 135.6814 | 102.2421 |
Avg Daily Profit (%) | 0.9618 | 0.5056 | 0.4562 | 0.8804 | 0.6191 | 0.5083 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -23144 | -18713 | -23635 | -52324 | -41886 | -55005 |
Profit Factor | 2.4231 | 2.9992 | 2.0786 | 2.2002 | 2.9499 | 1.7947 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 49 | 26 | 23 | 49 | 26 | 23 |
Losing Trades | 15 | 6 | 9 | 15 | 6 | 9 |
Profitability (%) | 76.5625 | 81.25 | 71.875 | 76.5625 | 81.25 | 71.875 |
Ratio Avg Win / Avg Loss | 0.7418 | 0.6921 | 0.8134 | 0.6735 | 0.6807 | 0.7023 |
Largest Winning Trade | 13111 | 9454 | 13111 | 25020 | 20642 | 25020 |
Largest Losing Trade | -13463 | -10167 | -13463 | -29901 | -21865 | -29901 |
Avg Bars in Trades | 202 | 98 | 306 | 202 | 98 | 306 |
Avg Bars in Winners | 116 | 94 | 142 | 116 | 94 | 142 |
Avg Bars in Losers | 483 | 117 | 727 | 483 | 117 | 727 |
Bars Traded | 12982 | 3166 | 9816 | 12982 | 3166 | 9816 |
Profit Streak | 146.0864 | 211.1489 | 146.0864 | 146.0864 | 211.1489 | 146.0864 |
Trades During Streak | 9 | 14 | 4 | 9 | 14 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -125572 | 611774 | 466097 | -126072 | 643251 | 478329 |
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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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