Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 24407.4745 | -16630.0714 | 41037.546 | 12179.4722 | -22302.4621 | 34481.9343 |
Total P&L (%) | 24.4075 | -16.6301 | 41.0375 | 12.1795 | -22.3025 | 34.4819 |
Avg Daily Profit (%) | 0.1727 | -0.1177 | 0.2904 | 0.0814 | -0.1784 | 0.2099 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -45313 | -37838 | -16551 | -39606 | -33192 | -15271 |
Profit Factor | 1.2002 | 0.778 | 1.8726 | 1.1131 | 0.6754 | 1.8855 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 27 | 11 | 16 | 27 | 11 | 16 |
Losing Trades | 35 | 20 | 15 | 35 | 20 | 15 |
Profitability (%) | 43.5484 | 35.4839 | 51.6129 | 43.5484 | 35.4839 | 51.6129 |
Ratio Avg Win / Avg Loss | 1.5558 | 1.4146 | 1.7556 | 1.443 | 1.2281 | 1.7677 |
Largest Winning Trade | 29965 | 29965 | 18036 | 23747 | 23747 | 18576 |
Largest Losing Trade | -12329 | -12085 | -12329 | -14693 | -14693 | -10241 |
Avg Bars in Trades | 101 | 96 | 107 | 101 | 96 | 107 |
Avg Bars in Winners | 137 | 132 | 141 | 137 | 132 | 141 |
Avg Bars in Losers | 74 | 77 | 70 | 74 | 77 | 70 |
Bars Traded | 6319 | 2993 | 3326 | 6319 | 2993 | 3326 |
Profit Streak | 386.8107 | 0 | 415.894 | 386.8107 | 0 | 415.894 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -158452 | -586570 | 343912 | -440843 | -586570 | 299052 |
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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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