Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 93677.7736 | 48889.4195 | 44788.354 | 90802.6839 | 68652.8346 | 22149.8493 |
Total P&L (%) | 93.6778 | 48.8894 | 44.7884 | 90.8027 | 68.6528 | 22.1498 |
Avg Daily Profit (%) | 0.3597 | 0.1877 | 0.172 | 0.2484 | 0.2009 | 0.0769 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -30642 | -21238 | -40457 | -47244 | -26350 | -61272 |
Profit Factor | 1.5113 | 2.3148 | 1.3067 | 1.3505 | 2.352 | 1.1063 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 36 | 22 | 14 | 36 | 22 | 14 |
Losing Trades | 40 | 16 | 24 | 40 | 16 | 24 |
Profitability (%) | 47.3684 | 57.8947 | 36.8421 | 47.3684 | 57.8947 | 36.8421 |
Ratio Avg Win / Avg Loss | 1.6793 | 1.6835 | 2.2401 | 1.5005 | 1.7106 | 1.8966 |
Largest Winning Trade | 33719 | 19648 | 33719 | 33902 | 21389 | 33902 |
Largest Losing Trade | -14695 | -7371 | -14695 | -23242 | -9230 | -23242 |
Avg Bars in Trades | 325 | 72 | 578 | 325 | 72 | 578 |
Avg Bars in Winners | 447 | 83 | 1019 | 447 | 83 | 1019 |
Avg Bars in Losers | 215 | 56 | 321 | 215 | 56 | 321 |
Bars Traded | 24729 | 2745 | 21983 | 24729 | 2745 | 21983 |
Profit Streak | 6.2231 | 14.2335 | 6.2231 | 6.2231 | 14.2335 | 6.2231 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -43556 | 403486 | 36568 | -45491 | 458449 | -204044 |
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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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