Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 35210.6095 | 1741.0593 | 33469.5502 | 35503.6733 | -975.0881 | 36478.7614 |
Total P&L (%) | 35.2106 | 1.7411 | 33.4696 | 35.5037 | -0.9751 | 36.4788 |
Avg Daily Profit (%) | 0.4056 | 0.0201 | 0.3855 | 0.3506 | -0.0113 | 0.3589 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -17442 | -15572 | -10121 | -20290 | -17989 | -11378 |
Profit Factor | 1.4094 | 1.0376 | 1.8424 | 1.3656 | 0.9814 | 1.8168 |
Total Trades | 81 | 40 | 41 | 81 | 40 | 41 |
Winning Trades | 43 | 19 | 24 | 43 | 19 | 24 |
Losing Trades | 38 | 21 | 17 | 38 | 21 | 17 |
Profitability (%) | 53.0864 | 47.5 | 58.5366 | 53.0864 | 47.5 | 58.5366 |
Ratio Avg Win / Avg Loss | 1.2455 | 1.1469 | 1.3051 | 1.2068 | 1.0847 | 1.2869 |
Largest Winning Trade | 17495 | 8556 | 17495 | 20176 | 8299 | 20176 |
Largest Losing Trade | -8005 | -5258 | -8005 | -9162 | -6308 | -9162 |
Avg Bars in Trades | 305 | 307 | 302 | 305 | 307 | 302 |
Avg Bars in Winners | 339 | 339 | 338 | 339 | 339 | 338 |
Avg Bars in Losers | 266 | 277 | 251 | 266 | 277 | 251 |
Bars Traded | 24705 | 12295 | 12410 | 24705 | 12295 | 12410 |
Profit Streak | 0.7626 | 0 | 5.0855 | 0.7626 | 0 | 5.0855 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -13534 | -513868 | 345367 | -14247 | -582002 | 345011 |
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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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