Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 26332.9152 | -5040.624 | 31373.5392 | 26158.8801 | -5614.8791 | 31773.7592 |
Total P&L (%) | 26.3329 | -5.0406 | 31.3735 | 26.1589 | -5.6149 | 31.7738 |
Avg Daily Profit (%) | 0.5056 | -0.0968 | 0.6024 | 0.4472 | -0.1109 | 0.5312 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -12850 | -4281 | -11930 | -15062 | -5009 | -13280 |
Profit Factor | 1.599 | 0.5272 | 1.9421 | 1.5275 | 0.5246 | 1.841 |
Total Trades | 69 | 35 | 34 | 69 | 35 | 34 |
Winning Trades | 31 | 14 | 17 | 31 | 14 | 17 |
Losing Trades | 38 | 21 | 17 | 38 | 21 | 17 |
Profitability (%) | 44.9275 | 40 | 50 | 44.9275 | 40 | 50 |
Ratio Avg Win / Avg Loss | 1.96 | 0.7909 | 1.9421 | 1.8724 | 0.7869 | 1.841 |
Largest Winning Trade | 11045 | 1167 | 11045 | 12165 | 1234 | 12165 |
Largest Losing Trade | -11930 | -2016 | -11930 | -13280 | -2016 | -13280 |
Avg Bars in Trades | 325 | 10 | 649 | 325 | 10 | 649 |
Avg Bars in Winners | 424 | 10 | 765 | 424 | 10 | 765 |
Avg Bars in Losers | 244 | 10 | 533 | 244 | 10 | 533 |
Bars Traded | 22448 | 371 | 22077 | 22448 | 371 | 22077 |
Profit Streak | 6.0026 | 6.0026 | 6.0276 | 6.0026 | 6.0026 | 6.0276 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -99319 | -585202 | 373786 | -100271 | -585202 | 346128 |
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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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