Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 62301.9338 | 4955.0989 | 57346.835 | 62789.3276 | 3962.927 | 58826.4005 |
Total P&L (%) | 62.3019 | 4.9551 | 57.3468 | 62.7893 | 3.9629 | 58.8264 |
Avg Daily Profit (%) | 0.2392 | 0.019 | 0.2202 | 0.1873 | 0.0149 | 0.1778 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -40548 | -35429 | -25947 | -44684 | -42752 | -24455 |
Profit Factor | 1.5394 | 1.079 | 2.0872 | 1.5026 | 1.0573 | 2.056 |
Total Trades | 57 | 28 | 29 | 57 | 28 | 29 |
Winning Trades | 38 | 17 | 21 | 38 | 17 | 21 |
Losing Trades | 19 | 11 | 8 | 19 | 11 | 8 |
Profitability (%) | 66.6667 | 60.7143 | 72.4138 | 66.6667 | 60.7143 | 72.4138 |
Ratio Avg Win / Avg Loss | 0.7697 | 0.6981 | 0.7951 | 0.7513 | 0.6841 | 0.7832 |
Largest Winning Trade | 19982 | 11030 | 19982 | 20011 | 10904 | 20011 |
Largest Losing Trade | -18294 | -13843 | -18294 | -16907 | -16633 | -16907 |
Avg Bars in Trades | 418 | 484 | 354 | 418 | 484 | 354 |
Avg Bars in Winners | 251 | 288 | 222 | 251 | 288 | 222 |
Avg Bars in Losers | 752 | 788 | 703 | 752 | 788 | 703 |
Bars Traded | 23868 | 13579 | 10289 | 23868 | 13579 | 10289 |
Profit Streak | 20.9197 | 20.9197 | 44.7217 | 20.9197 | 20.9197 | 44.7217 |
Trades During Streak | 3 | 1 | 4 | 3 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -169943 | -489071 | 399239 | -170579 | -518411 | 387576 |
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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) |
---|