Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 81287.184 | -6011.3503 | 87298.5344 | 22036.0409 | -12889.5861 | 34925.627 |
Total P&L (%) | 81.2872 | -6.0114 | 87.2985 | 22.036 | -12.8896 | 34.9256 |
Avg Daily Profit (%) | 0.1561 | -0.0115 | 0.1676 | 0.0382 | -0.0265 | 0.0575 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -94699 | -70618 | -69624 | -77062 | -44675 | -58348 |
Profit Factor | 1.342 | 0.9522 | 1.7803 | 1.13 | 0.8467 | 1.4089 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 35 | 17 | 18 | 35 | 17 | 18 |
Losing Trades | 23 | 12 | 11 | 23 | 12 | 11 |
Profitability (%) | 60.3448 | 58.6207 | 62.069 | 60.3448 | 58.6207 | 62.069 |
Ratio Avg Win / Avg Loss | 0.8819 | 0.6722 | 1.088 | 0.7426 | 0.5977 | 0.861 |
Largest Winning Trade | 63278 | 21906 | 63278 | 47294 | 14259 | 47294 |
Largest Losing Trade | -41613 | -34585 | -41613 | -29967 | -19671 | -29967 |
Avg Bars in Trades | 425 | 484 | 367 | 425 | 484 | 367 |
Avg Bars in Winners | 243 | 248 | 239 | 243 | 248 | 239 |
Avg Bars in Losers | 703 | 818 | 577 | 703 | 818 | 577 |
Bars Traded | 24702 | 14041 | 10661 | 24702 | 14041 | 10661 |
Profit Streak | 45.347 | 52.2636 | 45.347 | 45.347 | 52.2636 | 45.347 |
Trades During Streak | 6 | 5 | 3 | 6 | 5 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -171236 | -578743 | 430900 | -403678 | -578743 | -117328 |
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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) |
---|