Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 109650.8318 | 15983.9622 | 93666.8696 | 147170.34 | 18239.1386 | 128931.2014 |
Total P&L (%) | 109.6508 | 15.984 | 93.6669 | 147.1703 | 18.2391 | 128.9312 |
Avg Daily Profit (%) | 1.2631 | 0.1841 | 1.079 | 1.0479 | 0.1932 | 0.9587 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -16013 | -13173 | -9012 | -20240 | -16190 | -9381 |
Profit Factor | 2.7432 | 1.3979 | 5.1206 | 3.053 | 1.3972 | 6.005 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 46 | 21 | 25 | 46 | 21 | 25 |
Losing Trades | 20 | 12 | 8 | 20 | 12 | 8 |
Profitability (%) | 69.697 | 63.6364 | 75.7576 | 69.697 | 63.6364 | 75.7576 |
Ratio Avg Win / Avg Loss | 1.1927 | 0.7988 | 1.6386 | 1.3274 | 0.7984 | 1.9216 |
Largest Winning Trade | 66124 | 7778 | 66124 | 98383 | 8488 | 98383 |
Largest Losing Trade | -10412 | -10412 | -8337 | -12984 | -12984 | -8685 |
Avg Bars in Trades | 365 | 351 | 379 | 365 | 351 | 379 |
Avg Bars in Winners | 253 | 204 | 295 | 253 | 204 | 295 |
Avg Bars in Losers | 622 | 608 | 645 | 622 | 608 | 645 |
Bars Traded | 24126 | 11587 | 12539 | 24126 | 11587 | 12539 |
Profit Streak | 7.5957 | 10.818 | 7.5957 | 7.5957 | 10.818 | 7.5957 |
Trades During Streak | 10 | 6 | 5 | 10 | 6 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -108860 | -1617 | 860451 | -108449 | -40 | 879908 |
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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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