Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 28714.652 | -10576.3021 | 39290.9541 | 6148.1612 | -14465.3661 | 20613.5273 |
Total P&L (%) | 28.7147 | -10.5763 | 39.291 | 6.1482 | -14.4654 | 20.6135 |
Avg Daily Profit (%) | 0.1103 | -0.0406 | 0.1509 | 0.0229 | -0.06 | 0.072 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -51671 | -22564 | -36202 | -63957 | -22788 | -47636 |
Profit Factor | 1.1644 | 0.8942 | 1.5263 | 1.0324 | 0.858 | 1.2345 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 55 | 22 | 33 | 55 | 22 | 33 |
Losing Trades | 21 | 16 | 5 | 21 | 16 | 5 |
Profitability (%) | 72.3684 | 57.8947 | 86.8421 | 72.3684 | 57.8947 | 86.8421 |
Ratio Avg Win / Avg Loss | 0.4446 | 0.6503 | 0.2313 | 0.3942 | 0.624 | 0.187 |
Largest Winning Trade | 11837 | 11837 | 9999 | 10709 | 10709 | 8585 |
Largest Losing Trade | -36202 | -23592 | -36202 | -43628 | -24977 | -43628 |
Avg Bars in Trades | 308 | 356 | 259 | 308 | 356 | 259 |
Avg Bars in Winners | 163 | 157 | 167 | 163 | 157 | 167 |
Avg Bars in Losers | 686 | 630 | 866 | 686 | 630 | 866 |
Bars Traded | 23410 | 13557 | 9853 | 23410 | 13557 | 9853 |
Profit Streak | 5.7579 | 5.7579 | 19.7995 | 5.7579 | 5.7579 | 19.7995 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -141156 | -580435 | 322298 | -565408 | -580435 | -101039 |
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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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