Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 53151.7282 | -2101.725 | 55253.4532 | 39250.1983 | -1323.3893 | 40573.5877 |
Total P&L (%) | 53.1517 | -2.1017 | 55.2535 | 39.2502 | -1.3234 | 40.5736 |
Avg Daily Profit (%) | 0.2041 | -0.0081 | 0.2122 | 0.1272 | -0.0051 | 0.1309 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -40705 | -30684 | -29497 | -55666 | -29071 | -40503 |
Profit Factor | 1.3107 | 0.9796 | 1.8135 | 1.199 | 0.988 | 1.4665 |
Total Trades | 77 | 39 | 38 | 77 | 39 | 38 |
Winning Trades | 56 | 24 | 32 | 56 | 24 | 32 |
Losing Trades | 21 | 15 | 6 | 21 | 15 | 6 |
Profitability (%) | 72.7273 | 61.5385 | 84.2105 | 72.7273 | 61.5385 | 84.2105 |
Ratio Avg Win / Avg Loss | 0.4915 | 0.6123 | 0.34 | 0.4496 | 0.6175 | 0.275 |
Largest Winning Trade | 11837 | 11837 | 9423 | 9968 | 9968 | 8158 |
Largest Losing Trade | -29497 | -22541 | -29497 | -38738 | -21595 | -38738 |
Avg Bars in Trades | 316 | 374 | 257 | 316 | 374 | 257 |
Avg Bars in Winners | 156 | 162 | 151 | 156 | 162 | 151 |
Avg Bars in Losers | 742 | 712 | 818 | 742 | 712 | 818 |
Bars Traded | 24365 | 14595 | 9771 | 24365 | 14595 | 9771 |
Profit Streak | 5.9034 | 5.9034 | 19.7888 | 5.9034 | 5.9034 | 19.7888 |
Trades During Streak | 4 | 2 | 3 | 4 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -37786 | -579486 | 424465 | -71507 | -579486 | -16677 |
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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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