Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 106551.9099 | 44092.6409 | 62459.2689 | 136322.18 | 85428.862 | 50893.318 |
Total P&L (%) | 106.5519 | 44.0926 | 62.4593 | 136.3222 | 85.4289 | 50.8933 |
Avg Daily Profit (%) | 0.4092 | 0.1693 | 0.2398 | 0.3308 | 0.2374 | 0.1581 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -27996 | -28269 | -29162 | -55201 | -39249 | -57471 |
Profit Factor | 1.7086 | 1.6597 | 1.7477 | 1.5406 | 1.9152 | 1.3205 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 54 | 26 | 28 | 54 | 26 | 28 |
Losing Trades | 22 | 12 | 10 | 22 | 12 | 10 |
Profitability (%) | 71.0526 | 68.4211 | 73.6842 | 71.0526 | 68.4211 | 73.6842 |
Ratio Avg Win / Avg Loss | 0.6961 | 0.766 | 0.6242 | 0.6277 | 0.8839 | 0.4716 |
Largest Winning Trade | 18767 | 11677 | 18767 | 22420 | 17350 | 22420 |
Largest Losing Trade | -27966 | -16757 | -27966 | -55114 | -23531 | -55114 |
Avg Bars in Trades | 319 | 331 | 307 | 319 | 331 | 307 |
Avg Bars in Winners | 245 | 260 | 232 | 245 | 260 | 232 |
Avg Bars in Losers | 500 | 484 | 519 | 500 | 484 | 519 |
Bars Traded | 24290 | 12594 | 11696 | 24290 | 12594 | 11696 |
Profit Streak | 5.7981 | 47.6626 | 0 | 5.7981 | 47.6626 | 0 |
Trades During Streak | 1 | 8 | 0 | 1 | 8 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -41596 | 305954 | 348555 | -42838 | 411558 | 223892 |
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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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