Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 79500.168 | 28179.5042 | 51320.6637 | 86292.3779 | 38526.8196 | 47765.5583 |
Total P&L (%) | 79.5002 | 28.1795 | 51.3207 | 86.2924 | 38.5268 | 47.7656 |
Avg Daily Profit (%) | 0.3053 | 0.1082 | 0.1971 | 0.2392 | 0.1252 | 0.15 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -57804 | -33472 | -39954 | -66664 | -38366 | -48319 |
Profit Factor | 1.5741 | 1.4507 | 1.6758 | 1.5087 | 1.5251 | 1.4962 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 45 | 21 | 24 | 45 | 21 | 24 |
Losing Trades | 23 | 13 | 10 | 23 | 13 | 10 |
Profitability (%) | 66.1765 | 61.7647 | 70.5882 | 66.1765 | 61.7647 | 70.5882 |
Ratio Avg Win / Avg Loss | 0.8046 | 0.8981 | 0.6982 | 0.7711 | 0.9441 | 0.6234 |
Largest Winning Trade | 19339 | 11318 | 19339 | 21288 | 13886 | 21288 |
Largest Losing Trade | -24756 | -12880 | -24756 | -27827 | -16920 | -27827 |
Avg Bars in Trades | 362 | 386 | 337 | 362 | 386 | 337 |
Avg Bars in Winners | 257 | 280 | 237 | 257 | 280 | 237 |
Avg Bars in Losers | 567 | 558 | 580 | 567 | 558 | 580 |
Bars Traded | 24630 | 13141 | 11489 | 24630 | 13141 | 11489 |
Profit Streak | 22.4101 | 22.4101 | 28.6601 | 22.4101 | 22.4101 | 28.6601 |
Trades During Streak | 8 | 4 | 5 | 8 | 4 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -102528 | -50842 | 343475 | -103493 | -26785 | 290582 |
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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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