Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 117957.136 | 31367.0063 | 86590.1297 | 165279.3966 | 53484.6541 | 111794.7424 |
Total P&L (%) | 117.9571 | 31.367 | 86.5901 | 165.2794 | 53.4847 | 111.7947 |
Avg Daily Profit (%) | 0.453 | 0.1204 | 0.3325 | 0.3753 | 0.1647 | 0.2886 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -30455 | -19202 | -25839 | -60882 | -34468 | -56275 |
Profit Factor | 1.7914 | 1.4179 | 2.1703 | 1.6568 | 1.4529 | 1.8372 |
Total Trades | 73 | 37 | 36 | 73 | 37 | 36 |
Winning Trades | 51 | 24 | 27 | 51 | 24 | 27 |
Losing Trades | 22 | 13 | 9 | 22 | 13 | 9 |
Profitability (%) | 69.863 | 64.8649 | 75 | 69.863 | 64.8649 | 75 |
Ratio Avg Win / Avg Loss | 0.7727 | 0.768 | 0.7234 | 0.7147 | 0.787 | 0.6124 |
Largest Winning Trade | 18164 | 11213 | 18164 | 25270 | 19939 | 25270 |
Largest Losing Trade | -22079 | -16528 | -22079 | -48822 | -29238 | -48822 |
Avg Bars in Trades | 330 | 377 | 282 | 330 | 377 | 282 |
Avg Bars in Winners | 240 | 317 | 171 | 240 | 317 | 171 |
Avg Bars in Losers | 540 | 489 | 614 | 540 | 489 | 614 |
Bars Traded | 24137 | 13972 | 10165 | 24137 | 13972 | 10165 |
Profit Streak | 16.2419 | 16.2419 | 22.4503 | 16.2419 | 16.2419 | 22.4503 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -63348 | -34948 | 467632 | -64271 | 240567 | 430978 |
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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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