Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 106254.134 | 35484.4646 | 70769.6693 | 139677.6988 | 51540.9186 | 88136.7802 |
Total P&L (%) | 106.2541 | 35.4845 | 70.7697 | 139.6777 | 51.5409 | 88.1368 |
Avg Daily Profit (%) | 0.408 | 0.1363 | 0.2718 | 0.3362 | 0.1597 | 0.243 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -45157 | -21446 | -34131 | -83035 | -42117 | -76937 |
Profit Factor | 1.8863 | 1.7925 | 1.9422 | 1.6041 | 1.6106 | 1.6004 |
Total Trades | 57 | 28 | 29 | 57 | 28 | 29 |
Winning Trades | 43 | 21 | 22 | 43 | 21 | 22 |
Losing Trades | 14 | 7 | 7 | 14 | 7 | 7 |
Profitability (%) | 75.4386 | 75 | 75.8621 | 75.4386 | 75 | 75.8621 |
Ratio Avg Win / Avg Loss | 0.6141 | 0.5975 | 0.618 | 0.5223 | 0.5369 | 0.5092 |
Largest Winning Trade | 18268 | 8954 | 18268 | 33643 | 17154 | 33643 |
Largest Losing Trade | -32392 | -13135 | -32392 | -73880 | -25932 | -73880 |
Avg Bars in Trades | 431 | 471 | 392 | 431 | 471 | 392 |
Avg Bars in Winners | 306 | 339 | 274 | 306 | 339 | 274 |
Avg Bars in Losers | 815 | 868 | 763 | 815 | 868 | 763 |
Bars Traded | 24580 | 13207 | 11373 | 24580 | 13207 | 11373 |
Profit Streak | 26.057 | 33.1508 | 26.057 | 26.057 | 33.1508 | 26.057 |
Trades During Streak | 10 | 5 | 5 | 10 | 5 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -165696 | -30804 | 453191 | -166854 | -11357 | 420590 |
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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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