Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 162345.1023 | 73961.993 | 88383.1092 | 222765.6033 | 43244.0841 | 179521.5192 |
Total P&L (%) | 162.3451 | 73.962 | 88.3831 | 222.7656 | 43.2441 | 179.5215 |
Avg Daily Profit (%) | 0.2452 | 0.1117 | 0.1335 | 0.1771 | 0.0543 | 0.1554 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -46813 | -39041 | -18819 | -152979 | -124645 | -61223 |
Profit Factor | 1.9467 | 1.7676 | 2.1765 | 1.6109 | 1.1972 | 2.2348 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 25 | 10 | 15 | 25 | 10 | 15 |
Losing Trades | 39 | 22 | 17 | 39 | 22 | 17 |
Profitability (%) | 39.0625 | 31.25 | 46.875 | 39.0625 | 31.25 | 46.875 |
Ratio Avg Win / Avg Loss | 3.0369 | 3.8887 | 2.4667 | 2.5129 | 2.6339 | 2.5327 |
Largest Winning Trade | 51779 | 51779 | 26041 | 94264 | 94264 | 82458 |
Largest Losing Trade | -16244 | -9086 | -16244 | -28510 | -28510 | -25908 |
Avg Bars in Trades | 239 | 232 | 246 | 239 | 232 | 246 |
Avg Bars in Winners | 437 | 470 | 414 | 437 | 470 | 414 |
Avg Bars in Losers | 113 | 124 | 98 | 113 | 124 | 98 |
Bars Traded | 15339 | 7439 | 7900 | 15339 | 7439 | 7900 |
Profit Streak | 440.3255 | 440.3255 | 489.4921 | 440.3255 | 440.3255 | 489.4921 |
Trades During Streak | 2 | 1 | 3 | 2 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -135484 | -47364 | -10706 | -136714 | -131696 | 412609 |
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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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