Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 24020.4683 | -4269.6412 | 28290.1095 | 22041.8874 | -11129.4756 | 33171.3629 |
Total P&L (%) | 24.0205 | -4.2696 | 28.2901 | 22.0419 | -11.1295 | 33.1714 |
Avg Daily Profit (%) | 0.4612 | -0.082 | 0.5432 | 0.3832 | -0.2263 | 0.5516 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -25627 | -26029 | -5505 | -35918 | -36126 | -7481 |
Profit Factor | 1.3411 | 0.9231 | 2.8944 | 1.2301 | 0.8518 | 2.6039 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 52 | 25 | 27 | 52 | 25 | 27 |
Losing Trades | 24 | 13 | 11 | 24 | 13 | 11 |
Profitability (%) | 68.4211 | 65.7895 | 71.0526 | 68.4211 | 65.7895 | 71.0526 |
Ratio Avg Win / Avg Loss | 0.6189 | 0.48 | 1.1792 | 0.5678 | 0.4429 | 1.0608 |
Largest Winning Trade | 9798 | 9798 | 4913 | 11070 | 11070 | 5923 |
Largest Losing Trade | -12008 | -12008 | -5505 | -16899 | -16899 | -7481 |
Avg Bars in Trades | 313 | 333 | 292 | 313 | 333 | 292 |
Avg Bars in Winners | 162 | 124 | 197 | 162 | 124 | 197 |
Avg Bars in Losers | 640 | 736 | 525 | 640 | 736 | 525 |
Bars Traded | 23801 | 12683 | 11118 | 23801 | 12683 | 11118 |
Profit Streak | 1.8288 | 1.8288 | 11.1017 | 1.8288 | 1.8288 | 11.1017 |
Trades During Streak | 5 | 2 | 6 | 5 | 2 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -50248 | -582561 | 515466 | -52911 | -582561 | 503477 |
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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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