Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 64885.0084 | 32730.5015 | 32154.507 | 68887.6144 | 17884.8296 | 51002.7848 |
Total P&L (%) | 64.885 | 32.7305 | 32.1545 | 68.8876 | 17.8848 | 51.0028 |
Avg Daily Profit (%) | 1.2459 | 0.6285 | 0.6174 | 1.0113 | 0.3164 | 0.7945 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -17455 | -17000 | -2951 | -33208 | -32894 | -5631 |
Profit Factor | 1.8212 | 1.646 | 2.1341 | 1.5906 | 1.2172 | 2.4873 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 34 | 15 | 19 | 34 | 15 | 19 |
Losing Trades | 28 | 16 | 12 | 28 | 16 | 12 |
Profitability (%) | 54.8387 | 48.3871 | 61.2903 | 54.8387 | 48.3871 | 61.2903 |
Ratio Avg Win / Avg Loss | 1.4998 | 1.7558 | 1.3479 | 1.3099 | 1.2983 | 1.5709 |
Largest Winning Trade | 33653 | 33653 | 15213 | 25368 | 25368 | 22270 |
Largest Losing Trade | -20599 | -10611 | -20599 | -20599 | -19513 | -20599 |
Avg Bars in Trades | 397 | 437 | 356 | 397 | 437 | 356 |
Avg Bars in Winners | 317 | 331 | 306 | 317 | 331 | 306 |
Avg Bars in Losers | 494 | 537 | 437 | 494 | 537 | 437 |
Bars Traded | 24622 | 13562 | 11060 | 24622 | 13562 | 11060 |
Profit Streak | 2.6772 | 2.6772 | 4.3126 | 2.6772 | 2.6772 | 4.3126 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -145766 | 264851 | 383587 | -146187 | -4279 | 562119 |
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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) |
---|