Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 73961.02 | 50330.5791 | 23630.4409 | 95094.9235 | 63075.9677 | 32018.9558 |
Total P&L (%) | 73.961 | 50.3306 | 23.6304 | 95.0949 | 63.076 | 32.019 |
Avg Daily Profit (%) | 0.852 | 0.5798 | 0.2722 | 0.7728 | 0.5649 | 0.3205 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -19517 | -12227 | -20955 | -21744 | -13727 | -24091 |
Profit Factor | 1.9868 | 3.2923 | 1.4459 | 1.9821 | 3.1154 | 1.4779 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 49 | 25 | 24 | 49 | 25 | 24 |
Losing Trades | 25 | 12 | 13 | 25 | 12 | 13 |
Profitability (%) | 66.2162 | 67.5676 | 64.8649 | 66.2162 | 67.5676 | 64.8649 |
Ratio Avg Win / Avg Loss | 1.0137 | 1.5803 | 0.7832 | 1.0113 | 1.4954 | 0.8005 |
Largest Winning Trade | 15353 | 15353 | 8471 | 18827 | 18827 | 9376 |
Largest Losing Trade | -15684 | -4067 | -15684 | -17053 | -5388 | -17053 |
Avg Bars in Trades | 323 | 296 | 350 | 323 | 296 | 350 |
Avg Bars in Winners | 285 | 264 | 308 | 285 | 264 | 308 |
Avg Bars in Losers | 397 | 363 | 430 | 397 | 363 | 430 |
Bars Traded | 23943 | 10958 | 12985 | 23943 | 10958 | 12985 |
Profit Streak | 5.3674 | 0 | 5.4091 | 5.3674 | 0 | 5.4091 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -52177 | 592692 | 135811 | -52463 | 556428 | 213026 |
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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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