Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 65562.435 | -3032.8659 | 68595.3009 | 63447.6911 | -4349.1067 | 67796.7979 |
Total P&L (%) | 65.5624 | -3.0329 | 68.5953 | 63.4477 | -4.3491 | 67.7968 |
Avg Daily Profit (%) | 0.7552 | -0.0349 | 0.7902 | 0.5676 | -0.0512 | 0.598 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -24696 | -21868 | -10731 | -24494 | -21001 | -10725 |
Profit Factor | 1.8161 | 0.9376 | 3.1611 | 1.8502 | 0.9027 | 3.2658 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 46 | 24 | 22 | 46 | 24 | 22 |
Losing Trades | 30 | 14 | 16 | 30 | 14 | 16 |
Profitability (%) | 60.5263 | 63.1579 | 57.8947 | 60.5263 | 63.1579 | 57.8947 |
Ratio Avg Win / Avg Loss | 1.1844 | 0.5469 | 2.299 | 1.2067 | 0.5266 | 2.3751 |
Largest Winning Trade | 59571 | 6048 | 59571 | 61018 | 5274 | 61018 |
Largest Losing Trade | -8724 | -8724 | -8622 | -8379 | -8091 | -8379 |
Avg Bars in Trades | 317 | 303 | 331 | 317 | 303 | 331 |
Avg Bars in Winners | 211 | 185 | 239 | 211 | 185 | 239 |
Avg Bars in Losers | 480 | 506 | 457 | 480 | 506 | 457 |
Bars Traded | 24131 | 11546 | 12585 | 24131 | 11546 | 12585 |
Profit Streak | 8.6447 | 15.3495 | 8.6447 | 8.6447 | 15.3495 | 8.6447 |
Trades During Streak | 10 | 8 | 5 | 10 | 8 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -37915 | -579325 | 696332 | -39594 | -579325 | 642556 |
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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) |
---|