Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 69106.112 | -872.2365 | 69978.3485 | 77235.6935 | -68.8781 | 77304.5716 |
Total P&L (%) | 69.1061 | -0.8722 | 69.9783 | 77.2357 | -0.0689 | 77.3046 |
Avg Daily Profit (%) | 0.2654 | -0.0033 | 0.2687 | 0.22 | -0.0003 | 0.2202 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -29943 | -30588 | -15976 | -34046 | -34949 | -19946 |
Profit Factor | 1.608 | 0.9884 | 2.8081 | 1.6169 | 0.9992 | 2.7597 |
Total Trades | 67 | 33 | 34 | 67 | 33 | 34 |
Winning Trades | 51 | 22 | 29 | 51 | 22 | 29 |
Losing Trades | 16 | 11 | 5 | 16 | 11 | 5 |
Profitability (%) | 76.1194 | 66.6667 | 85.2941 | 76.1194 | 66.6667 | 85.2941 |
Ratio Avg Win / Avg Loss | 0.5045 | 0.4942 | 0.4842 | 0.5073 | 0.4996 | 0.4758 |
Largest Winning Trade | 10962 | 7803 | 10962 | 11135 | 9021 | 11135 |
Largest Losing Trade | -16837 | -16837 | -15976 | -19946 | -18170 | -19946 |
Avg Bars in Trades | 355 | 398 | 313 | 355 | 398 | 313 |
Avg Bars in Winners | 242 | 246 | 239 | 242 | 246 | 239 |
Avg Bars in Losers | 714 | 702 | 740 | 714 | 702 | 740 |
Bars Traded | 23811 | 13155 | 10656 | 23811 | 13155 | 10656 |
Profit Streak | 23.7161 | 23.7161 | 46.0702 | 23.7161 | 23.7161 | 46.0702 |
Trades During Streak | 7 | 3 | 7 | 7 | 3 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -108993 | -578572 | 553648 | -109304 | -578572 | 535392 |
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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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