Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 27788.1044 | 2361.1814 | 25426.923 | 25979.1539 | -544.8014 | 26523.9553 |
Total P&L (%) | 27.7881 | 2.3612 | 25.4269 | 25.9792 | -0.5448 | 26.524 |
Avg Daily Profit (%) | 0.3201 | 0.0272 | 0.2929 | 0.2664 | -0.0063 | 0.2714 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -22920 | -16746 | -15336 | -22086 | -17618 | -14124 |
Profit Factor | 1.4031 | 1.0525 | 2.0618 | 1.3763 | 0.9882 | 2.1505 |
Total Trades | 57 | 28 | 29 | 57 | 28 | 29 |
Winning Trades | 37 | 16 | 21 | 37 | 16 | 21 |
Losing Trades | 20 | 12 | 8 | 20 | 12 | 8 |
Profitability (%) | 64.9123 | 57.1429 | 72.4138 | 64.9123 | 57.1429 | 72.4138 |
Ratio Avg Win / Avg Loss | 0.7584 | 0.7894 | 0.7855 | 0.7439 | 0.7411 | 0.8192 |
Largest Winning Trade | 14606 | 14606 | 8000 | 13275 | 13275 | 9331 |
Largest Losing Trade | -12011 | -8243 | -12011 | -10998 | -8818 | -10998 |
Avg Bars in Trades | 426 | 454 | 399 | 426 | 454 | 399 |
Avg Bars in Winners | 264 | 254 | 272 | 264 | 254 | 272 |
Avg Bars in Losers | 725 | 720 | 733 | 725 | 720 | 733 |
Bars Traded | 24311 | 12726 | 11585 | 24311 | 12726 | 11585 |
Profit Streak | 3.5407 | 3.5407 | 8.8393 | 3.5407 | 3.5407 | 8.8393 |
Trades During Streak | 3 | 1 | 5 | 3 | 1 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -174878 | -509496 | 308891 | -175662 | -603497 | 311938 |
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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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