Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 83428.099 | -5866.2363 | 89294.3352 | 72869.737 | -6544.6778 | 79414.4149 |
Total P&L (%) | 83.4281 | -5.8662 | 89.2943 | 72.8697 | -6.5447 | 79.4144 |
Avg Daily Profit (%) | 0.3204 | -0.0225 | 0.3429 | 0.2104 | -0.026 | 0.2247 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -49574 | -20971 | -45480 | -87868 | -25890 | -83430 |
Profit Factor | 1.6973 | 0.8301 | 2.0489 | 1.3978 | 0.8523 | 1.5719 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 29 | 10 | 19 | 29 | 10 | 19 |
Losing Trades | 33 | 21 | 12 | 33 | 21 | 12 |
Profitability (%) | 46.7742 | 32.2581 | 61.2903 | 46.7742 | 32.2581 | 61.2903 |
Ratio Avg Win / Avg Loss | 1.9314 | 1.7431 | 1.294 | 1.5906 | 1.7899 | 0.9928 |
Largest Winning Trade | 28361 | 8163 | 28361 | 30347 | 9087 | 30347 |
Largest Losing Trade | -44408 | -7002 | -44408 | -82359 | -9513 | -82359 |
Avg Bars in Trades | 398 | 21 | 775 | 398 | 21 | 775 |
Avg Bars in Winners | 490 | 33 | 730 | 490 | 33 | 730 |
Avg Bars in Losers | 318 | 16 | 846 | 318 | 16 | 846 |
Bars Traded | 24713 | 678 | 24035 | 24713 | 678 | 24035 |
Profit Streak | 27.4049 | 27.4049 | 42.6862 | 27.4049 | 27.4049 | 42.6862 |
Trades During Streak | 2 | 1 | 4 | 2 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -148271 | -585516 | 473528 | -150634 | -585516 | 339796 |
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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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