Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 30380.4271 | -12836.995 | 43217.422 | 22749.6119 | -13124.2935 | 35873.9053 |
Total P&L (%) | 30.3804 | -12.837 | 43.2174 | 22.7496 | -13.1243 | 35.8739 |
Avg Daily Profit (%) | 0.35 | -0.1479 | 0.4978 | 0.2364 | -0.1619 | 0.3538 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -45426 | -26705 | -21729 | -46664 | -25180 | -24472 |
Profit Factor | 1.3612 | 0.7103 | 2.0863 | 1.276 | 0.686 | 1.8829 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 50 | 22 | 28 | 50 | 22 | 28 |
Losing Trades | 24 | 15 | 9 | 24 | 15 | 9 |
Profitability (%) | 67.5676 | 59.4595 | 75.6757 | 67.5676 | 59.4595 | 75.6757 |
Ratio Avg Win / Avg Loss | 0.6534 | 0.4843 | 0.6706 | 0.6125 | 0.4677 | 0.6052 |
Largest Winning Trade | 37261 | 4185 | 37261 | 33321 | 3592 | 33321 |
Largest Losing Trade | -13635 | -9563 | -13635 | -15656 | -8708 | -15656 |
Avg Bars in Trades | 317 | 287 | 347 | 317 | 287 | 347 |
Avg Bars in Winners | 246 | 205 | 279 | 246 | 205 | 279 |
Avg Bars in Losers | 464 | 407 | 560 | 464 | 407 | 560 |
Bars Traded | 23497 | 10640 | 12857 | 23497 | 10640 | 12857 |
Profit Streak | 7.7456 | 7.7456 | 7.8949 | 7.7456 | 7.7456 | 7.8949 |
Trades During Streak | 9 | 4 | 5 | 9 | 4 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -61805 | -579606 | 448547 | -65275 | -579606 | 366590 |
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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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