Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 65930.4123 | 5132.8255 | 60797.5868 | 46315.5898 | -12244.5662 | 58560.156 |
Total P&L (%) | 65.9304 | 5.1328 | 60.7976 | 46.3156 | -12.2446 | 58.5602 |
Avg Daily Profit (%) | 0.2532 | 0.0197 | 0.2335 | 0.1463 | -0.0501 | 0.1772 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -60209 | -42657 | -28695 | -94398 | -68184 | -43139 |
Profit Factor | 1.3954 | 1.0514 | 1.9089 | 1.2024 | 0.9101 | 1.6324 |
Total Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Winning Trades | 45 | 20 | 25 | 45 | 20 | 25 |
Losing Trades | 14 | 9 | 5 | 14 | 9 | 5 |
Profitability (%) | 76.2712 | 68.9655 | 83.3333 | 76.2712 | 68.9655 | 83.3333 |
Ratio Avg Win / Avg Loss | 0.4341 | 0.4731 | 0.3818 | 0.3741 | 0.4096 | 0.3265 |
Largest Winning Trade | 14815 | 8888 | 14815 | 20058 | 11495 | 20058 |
Largest Losing Trade | -34099 | -34099 | -28695 | -43922 | -43922 | -40836 |
Avg Bars in Trades | 406 | 468 | 347 | 406 | 468 | 347 |
Avg Bars in Winners | 228 | 225 | 230 | 228 | 225 | 230 |
Avg Bars in Losers | 980 | 1008 | 931 | 980 | 1008 | 931 |
Bars Traded | 23993 | 13580 | 10413 | 23993 | 13580 | 10413 |
Profit Streak | 13.2137 | 25.4116 | 13.2137 | 13.2137 | 25.4116 | 13.2137 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -169605 | -495928 | 414579 | -178051 | -578747 | 372681 |
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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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