Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 41016.6522 | -11426.8429 | 52443.4951 | 34491.976 | -13412.9624 | 47904.9384 |
Total P&L (%) | 41.0167 | -11.4268 | 52.4435 | 34.492 | -13.413 | 47.9049 |
Avg Daily Profit (%) | 0.1575 | -0.0439 | 0.2014 | 0.1139 | -0.0553 | 0.1504 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -24154 | -29755 | -15117 | -26394 | -33723 | -19042 |
Profit Factor | 1.3731 | 0.8358 | 2.2998 | 1.2886 | 0.8177 | 2.0433 |
Total Trades | 57 | 28 | 29 | 57 | 28 | 29 |
Winning Trades | 42 | 19 | 23 | 42 | 19 | 23 |
Losing Trades | 15 | 9 | 6 | 15 | 9 | 6 |
Profitability (%) | 73.6842 | 67.8571 | 79.3103 | 73.6842 | 67.8571 | 79.3103 |
Ratio Avg Win / Avg Loss | 0.4904 | 0.3959 | 0.5999 | 0.4602 | 0.3873 | 0.533 |
Largest Winning Trade | 10070 | 8967 | 10070 | 10579 | 9489 | 10579 |
Largest Losing Trade | -24154 | -24154 | -15117 | -24639 | -24639 | -19042 |
Avg Bars in Trades | 417 | 496 | 341 | 417 | 496 | 341 |
Avg Bars in Winners | 195 | 218 | 176 | 195 | 218 | 176 |
Avg Bars in Losers | 1039 | 1082 | 974 | 1039 | 1082 | 974 |
Bars Traded | 23797 | 13889 | 9908 | 23797 | 13889 | 9908 |
Profit Streak | 10.6756 | 22.1756 | 10.6756 | 10.6756 | 22.1756 | 10.6756 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -172738 | -599869 | 398173 | -222090 | -599869 | 352105 |
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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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