Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 36734.5256 | 7654.1246 | 29080.401 | 39635.3244 | 6651.3313 | 32983.9932 |
Total P&L (%) | 36.7345 | 7.6541 | 29.0804 | 39.6353 | 6.6513 | 32.984 |
Avg Daily Profit (%) | 0.4232 | 0.0882 | 0.335 | 0.3853 | 0.0742 | 0.3289 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -16925 | -12510 | -8963 | -23730 | -17435 | -11164 |
Profit Factor | 1.6006 | 1.2076 | 2.1968 | 1.4844 | 1.1351 | 2.0119 |
Total Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Winning Trades | 42 | 20 | 22 | 42 | 20 | 22 |
Losing Trades | 19 | 10 | 9 | 19 | 10 | 9 |
Profitability (%) | 68.8525 | 66.6667 | 70.9677 | 68.8525 | 66.6667 | 70.9677 |
Ratio Avg Win / Avg Loss | 0.7241 | 0.6038 | 0.8987 | 0.6715 | 0.5676 | 0.823 |
Largest Winning Trade | 7198 | 4405 | 7198 | 8665 | 6156 | 8665 |
Largest Losing Trade | -8963 | -6567 | -8963 | -10817 | -9433 | -10817 |
Avg Bars in Trades | 403 | 448 | 359 | 403 | 448 | 359 |
Avg Bars in Winners | 275 | 259 | 290 | 275 | 259 | 290 |
Avg Bars in Losers | 685 | 827 | 527 | 685 | 827 | 527 |
Bars Traded | 24591 | 13457 | 11134 | 24591 | 13457 | 11134 |
Profit Streak | 0.6639 | 0 | 5.1014 | 0.6639 | 0 | 5.1014 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -161524 | -242726 | 320363 | -162297 | -333025 | 318137 |
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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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