Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 48099.6277 | 19116.341 | 28983.2868 | 56236.1873 | 17067.9837 | 39168.2036 |
Total P&L (%) | 48.0996 | 19.1163 | 28.9833 | 56.2362 | 17.068 | 39.1682 |
Avg Daily Profit (%) | 0.5541 | 0.2202 | 0.3339 | 0.5153 | 0.1817 | 0.3815 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -14942 | -7269 | -12628 | -17661 | -11457 | -14249 |
Profit Factor | 1.8461 | 1.8326 | 1.8552 | 1.7878 | 1.5266 | 2.005 |
Total Trades | 73 | 37 | 36 | 73 | 37 | 36 |
Winning Trades | 46 | 21 | 25 | 46 | 21 | 25 |
Losing Trades | 27 | 16 | 11 | 27 | 16 | 11 |
Profitability (%) | 63.0137 | 56.7568 | 69.4444 | 63.0137 | 56.7568 | 69.4444 |
Ratio Avg Win / Avg Loss | 1.0836 | 1.3963 | 0.8163 | 1.0494 | 1.1631 | 0.8822 |
Largest Winning Trade | 7852 | 7852 | 6857 | 10143 | 10143 | 7359 |
Largest Losing Trade | -10083 | -4453 | -10083 | -10540 | -7003 | -10540 |
Avg Bars in Trades | 333 | 344 | 322 | 333 | 344 | 322 |
Avg Bars in Winners | 312 | 341 | 288 | 312 | 341 | 288 |
Avg Bars in Losers | 368 | 346 | 399 | 368 | 346 | 399 |
Bars Traded | 24325 | 12730 | 11595 | 24325 | 12730 | 11595 |
Profit Streak | 0 | 0 | 13.7047 | 0 | 0 | 13.7047 |
Trades During Streak | 0 | 0 | 5 | 0 | 0 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -64722 | 68196 | 305102 | -64581 | -975 | 362744 |
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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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