Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 58558.8976 | 13989.4619 | 44569.4357 | 49975.7283 | 12934.106 | 37041.6223 |
Total P&L (%) | 58.5589 | 13.9895 | 44.5694 | 49.9757 | 12.9341 | 37.0416 |
Avg Daily Profit (%) | 0.2249 | 0.0537 | 0.1711 | 0.1558 | 0.0467 | 0.1211 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -40638 | -31528 | -32886 | -50141 | -35858 | -43509 |
Profit Factor | 1.4181 | 1.1841 | 1.6956 | 1.3209 | 1.1567 | 1.506 |
Total Trades | 67 | 34 | 33 | 67 | 34 | 33 |
Winning Trades | 49 | 24 | 25 | 49 | 24 | 25 |
Losing Trades | 18 | 10 | 8 | 18 | 10 | 8 |
Profitability (%) | 73.1343 | 70.5882 | 75.7576 | 73.1343 | 70.5882 | 75.7576 |
Ratio Avg Win / Avg Loss | 0.5209 | 0.4934 | 0.5426 | 0.4852 | 0.482 | 0.4819 |
Largest Winning Trade | 19334 | 10321 | 19334 | 18490 | 11778 | 18490 |
Largest Losing Trade | -28628 | -22937 | -28628 | -33487 | -25148 | -33487 |
Avg Bars in Trades | 347 | 376 | 316 | 347 | 376 | 316 |
Avg Bars in Winners | 207 | 215 | 200 | 207 | 215 | 200 |
Avg Bars in Losers | 725 | 764 | 677 | 725 | 764 | 677 |
Bars Traded | 23254 | 12816 | 10438 | 23254 | 12816 | 10438 |
Profit Streak | 35.8933 | 42.9558 | 35.8933 | 35.8933 | 42.9558 | 35.8933 |
Trades During Streak | 11 | 7 | 5 | 11 | 7 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -111472 | -179700 | 340109 | -113229 | -251944 | -30726 |
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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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