Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 85233.964 | 29143.5257 | 56090.4383 | 96954.521 | 55196.571 | 41757.95 |
Total P&L (%) | 85.234 | 29.1435 | 56.0904 | 96.9545 | 55.1966 | 41.758 |
Avg Daily Profit (%) | 0.3273 | 0.1119 | 0.2154 | 0.2606 | 0.1689 | 0.1341 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -43981 | -5321 | -38877 | -96718 | -11159 | -89138 |
Profit Factor | 1.8604 | 2.7758 | 1.6786 | 1.4338 | 2.7271 | 1.218 |
Total Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Winning Trades | 44 | 24 | 20 | 44 | 24 | 20 |
Losing Trades | 17 | 7 | 10 | 17 | 7 | 10 |
Profitability (%) | 72.1311 | 77.4194 | 66.6667 | 72.1311 | 77.4194 | 66.6667 |
Ratio Avg Win / Avg Loss | 0.7188 | 0.8096 | 0.8393 | 0.554 | 0.7954 | 0.609 |
Largest Winning Trade | 21113 | 4617 | 21113 | 42298 | 8706 | 42298 |
Largest Losing Trade | -26625 | -5321 | -26625 | -65874 | -11159 | -65874 |
Avg Bars in Trades | 361 | 71 | 661 | 361 | 71 | 661 |
Avg Bars in Winners | 228 | 52 | 439 | 228 | 52 | 439 |
Avg Bars in Losers | 707 | 138 | 1105 | 707 | 138 | 1105 |
Bars Traded | 22075 | 2224 | 19851 | 22075 | 2224 | 19851 |
Profit Streak | 17.5488 | 40.4863 | 0 | 17.5488 | 40.4863 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -154496 | -40876 | 286021 | -156585 | 428423 | -17458 |
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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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