Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 83563.9957 | 10418.548 | 73145.4477 | 92854.7783 | 9118.8067 | 83735.9716 |
Total P&L (%) | 83.564 | 10.4185 | 73.1454 | 92.8548 | 9.1188 | 83.736 |
Avg Daily Profit (%) | 0.9626 | 0.12 | 0.8426 | 0.7594 | 0.1006 | 0.7032 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -20136 | -11095 | -14799 | -21711 | -11725 | -16445 |
Profit Factor | 2.1809 | 1.3089 | 2.9748 | 2.261 | 1.2598 | 3.1729 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 38 | 18 | 20 | 38 | 18 | 20 |
Losing Trades | 24 | 13 | 11 | 24 | 13 | 11 |
Profitability (%) | 61.2903 | 58.0645 | 64.5161 | 61.2903 | 58.0645 | 64.5161 |
Ratio Avg Win / Avg Loss | 1.3774 | 0.9453 | 1.6361 | 1.428 | 0.9098 | 1.7451 |
Largest Winning Trade | 62928 | 6202 | 62928 | 74486 | 6352 | 74486 |
Largest Losing Trade | -9711 | -7889 | -9711 | -9613 | -7811 | -9613 |
Avg Bars in Trades | 389 | 374 | 404 | 389 | 374 | 404 |
Avg Bars in Winners | 259 | 246 | 270 | 259 | 246 | 270 |
Avg Bars in Losers | 596 | 551 | 649 | 596 | 551 | 649 |
Bars Traded | 24161 | 11612 | 12549 | 24161 | 11612 | 12549 |
Profit Streak | 8.2769 | 10.4331 | 8.2769 | 8.2769 | 10.4331 | 8.2769 |
Trades During Streak | 10 | 5 | 5 | 10 | 5 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -141294 | -186392 | 720322 | -141627 | -225633 | 702979 |
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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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