Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 111541.7319 | 41092.34 | 70449.392 | 145702.8984 | 71885.741 | 73817.1574 |
Total P&L (%) | 111.5417 | 41.0923 | 70.4494 | 145.7029 | 71.8857 | 73.8172 |
Avg Daily Profit (%) | 0.4283 | 0.1578 | 0.2705 | 0.3458 | 0.2082 | 0.2125 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -40268 | -14352 | -39909 | -111919 | -24628 | -108831 |
Profit Factor | 1.9059 | 1.8397 | 1.9495 | 1.548 | 1.7586 | 1.4313 |
Total Trades | 57 | 29 | 28 | 57 | 29 | 28 |
Winning Trades | 41 | 20 | 21 | 41 | 20 | 21 |
Losing Trades | 16 | 9 | 7 | 16 | 9 | 7 |
Profitability (%) | 71.9298 | 68.9655 | 75 | 71.9298 | 68.9655 | 75 |
Ratio Avg Win / Avg Loss | 0.7438 | 0.8279 | 0.6498 | 0.6041 | 0.7914 | 0.4771 |
Largest Winning Trade | 18289 | 13275 | 18289 | 25065 | 24020 | 25065 |
Largest Losing Trade | -35017 | -9476 | -35017 | -98766 | -18394 | -98766 |
Avg Bars in Trades | 414 | 442 | 386 | 414 | 442 | 386 |
Avg Bars in Winners | 297 | 335 | 261 | 297 | 335 | 261 |
Avg Bars in Losers | 716 | 681 | 761 | 716 | 681 | 761 |
Bars Traded | 23650 | 12834 | 10816 | 23650 | 12834 | 10816 |
Profit Streak | 22.081 | 22.081 | 38.6122 | 22.081 | 22.081 | 38.6122 |
Trades During Streak | 4 | 2 | 5 | 4 | 2 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -166129 | 284448 | -8524 | -167743 | 370832 | -10725 |
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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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