Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 134254.187 | 56347.0242 | 77907.1629 | 219335.7083 | 107719.751 | 111615.9573 |
Total P&L (%) | 134.2542 | 56.347 | 77.9072 | 219.3357 | 107.7198 | 111.616 |
Avg Daily Profit (%) | 0.5155 | 0.2164 | 0.2992 | 0.4468 | 0.2811 | 0.2883 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -38326 | -14986 | -27877 | -76129 | -30634 | -75380 |
Profit Factor | 2.1601 | 2.0141 | 2.295 | 1.8823 | 1.9658 | 1.8144 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 44 | 20 | 24 | 44 | 20 | 24 |
Losing Trades | 20 | 12 | 8 | 20 | 12 | 8 |
Profitability (%) | 68.75 | 62.5 | 75 | 68.75 | 62.5 | 75 |
Ratio Avg Win / Avg Loss | 0.9819 | 1.2085 | 0.765 | 0.8556 | 1.1795 | 0.6048 |
Largest Winning Trade | 17388 | 14176 | 17388 | 33545 | 23952 | 33545 |
Largest Losing Trade | -27877 | -13964 | -27877 | -75380 | -23450 | -75380 |
Avg Bars in Trades | 384 | 411 | 356 | 384 | 411 | 356 |
Avg Bars in Winners | 280 | 307 | 258 | 280 | 307 | 258 |
Avg Bars in Losers | 612 | 586 | 651 | 612 | 586 | 651 |
Bars Traded | 24592 | 13173 | 11419 | 24592 | 13173 | 11419 |
Profit Streak | 21.5625 | 21.5625 | 28.4375 | 21.5625 | 21.5625 | 28.4375 |
Trades During Streak | 8 | 4 | 5 | 8 | 4 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -129157 | 405753 | 482790 | -130280 | 455082 | 446048 |
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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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