Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 164777.2954 | 41336.0391 | 123441.2563 | 156005.5149 | 74728.8482 | 81276.6667 |
Total P&L (%) | 164.7773 | 41.336 | 123.4413 | 156.0055 | 74.7288 | 81.2767 |
Avg Daily Profit (%) | 0.3164 | 0.0794 | 0.237 | 0.1807 | 0.1072 | 0.1143 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -74897 | -40527 | -68085 | -85255 | -46617 | -82617 |
Profit Factor | 1.9544 | 1.6807 | 2.1029 | 1.7378 | 2.2544 | 1.5352 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 45 | 22 | 23 | 45 | 22 | 23 |
Losing Trades | 13 | 7 | 6 | 13 | 7 | 6 |
Profitability (%) | 77.5862 | 75.8621 | 79.3103 | 77.5862 | 75.8621 | 79.3103 |
Ratio Avg Win / Avg Loss | 0.5646 | 0.5348 | 0.5486 | 0.502 | 0.7173 | 0.4005 |
Largest Winning Trade | 25296 | 12908 | 25296 | 25930 | 19605 | 25930 |
Largest Losing Trade | -68085 | -21701 | -68085 | -82617 | -25220 | -82617 |
Avg Bars in Trades | 418 | 165 | 671 | 418 | 165 | 671 |
Avg Bars in Winners | 279 | 106 | 445 | 279 | 106 | 445 |
Avg Bars in Losers | 898 | 350 | 1539 | 898 | 350 | 1539 |
Bars Traded | 24263 | 4791 | 19472 | 24263 | 4791 | 19472 |
Profit Streak | 12.9128 | 179.3295 | 12.9128 | 12.9128 | 179.3295 | 12.9128 |
Trades During Streak | 3 | 9 | 1 | 3 | 9 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -165437 | -84432 | 465981 | -167015 | -44100 | -36795 |
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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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