Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 77165.4397 | 24575.6386 | 52589.801 | 75383.4812 | 36611.0351 | 38772.4461 |
Total P&L (%) | 77.1654 | 24.5756 | 52.5898 | 75.3835 | 36.611 | 38.7724 |
Avg Daily Profit (%) | 0.2963 | 0.0944 | 0.2019 | 0.216 | 0.1199 | 0.1259 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -35276 | -19223 | -33929 | -89769 | -29651 | -87284 |
Profit Factor | 1.6327 | 1.5697 | 1.6672 | 1.2891 | 1.4811 | 1.21 |
Total Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Winning Trades | 44 | 21 | 23 | 44 | 21 | 23 |
Losing Trades | 17 | 10 | 7 | 17 | 10 | 7 |
Profitability (%) | 72.1311 | 67.7419 | 76.6667 | 72.1311 | 67.7419 | 76.6667 |
Ratio Avg Win / Avg Loss | 0.6308 | 0.7475 | 0.5074 | 0.4981 | 0.7053 | 0.3683 |
Largest Winning Trade | 11599 | 8104 | 11599 | 18532 | 14913 | 18532 |
Largest Losing Trade | -33929 | -19223 | -33929 | -87284 | -29651 | -87284 |
Avg Bars in Trades | 369 | 219 | 523 | 369 | 219 | 523 |
Avg Bars in Winners | 196 | 98 | 286 | 196 | 98 | 286 |
Avg Bars in Losers | 814 | 473 | 1302 | 814 | 473 | 1302 |
Bars Traded | 22515 | 6797 | 15717 | 22515 | 6797 | 15717 |
Profit Streak | 14.2477 | 40.0914 | 14.2477 | 14.2477 | 40.0914 | 14.2477 |
Trades During Streak | 3 | 3 | 1 | 3 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -154274 | -68462 | 340734 | -156924 | -33692 | -26794 |
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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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