Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 66437.8384 | 16518.4809 | 49919.3574 | 62216.268 | 11263.6745 | 50952.5934 |
Total P&L (%) | 66.4378 | 16.5185 | 49.9194 | 62.2163 | 11.2637 | 50.9526 |
Avg Daily Profit (%) | 0.2551 | 0.0634 | 0.1917 | 0.1859 | 0.041 | 0.1583 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -38903 | -19543 | -27563 | -50327 | -31571 | -33726 |
Profit Factor | 1.3869 | 1.1927 | 1.5805 | 1.2726 | 1.0989 | 1.4454 |
Total Trades | 81 | 40 | 41 | 81 | 40 | 41 |
Winning Trades | 45 | 21 | 24 | 45 | 21 | 24 |
Losing Trades | 36 | 19 | 17 | 36 | 19 | 17 |
Profitability (%) | 55.5556 | 52.5 | 58.5366 | 55.5556 | 52.5 | 58.5366 |
Ratio Avg Win / Avg Loss | 1.1095 | 1.0791 | 1.1195 | 1.0181 | 0.9943 | 1.0239 |
Largest Winning Trade | 28081 | 14801 | 28081 | 28821 | 16195 | 28821 |
Largest Losing Trade | -11531 | -10955 | -11531 | -19709 | -16393 | -19709 |
Avg Bars in Trades | 297 | 338 | 257 | 297 | 338 | 257 |
Avg Bars in Winners | 244 | 265 | 225 | 244 | 265 | 225 |
Avg Bars in Losers | 364 | 419 | 302 | 364 | 419 | 302 |
Bars Traded | 24105 | 13540 | 10565 | 24105 | 13540 | 10565 |
Profit Streak | 18.4078 | 18.4078 | 36.0641 | 18.4078 | 18.4078 | 36.0641 |
Trades During Streak | 3 | 1 | 4 | 3 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -7009 | -126464 | 333310 | -8580 | -378474 | 295853 |
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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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