Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 68508.1851 | 39660.085 | 28848.1 | 83677.8625 | 42430.717 | 41247.1455 |
Total P&L (%) | 68.5082 | 39.6601 | 28.8481 | 83.6779 | 42.4307 | 41.2471 |
Avg Daily Profit (%) | 0.7892 | 0.4569 | 0.3323 | 0.7029 | 0.4083 | 0.3986 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -18842 | -11222 | -13752 | -34359 | -20181 | -24677 |
Profit Factor | 1.8886 | 2.0759 | 1.7169 | 1.6359 | 1.673 | 1.6017 |
Total Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Winning Trades | 32 | 16 | 16 | 32 | 16 | 16 |
Losing Trades | 29 | 14 | 15 | 29 | 14 | 15 |
Profitability (%) | 52.459 | 53.3333 | 51.6129 | 52.459 | 53.3333 | 51.6129 |
Ratio Avg Win / Avg Loss | 1.7115 | 1.8164 | 1.6096 | 1.4825 | 1.4639 | 1.5016 |
Largest Winning Trade | 23011 | 23011 | 11087 | 22948 | 22948 | 19579 |
Largest Losing Trade | -8301 | -6151 | -8301 | -15753 | -11226 | -15753 |
Avg Bars in Trades | 402 | 441 | 364 | 402 | 441 | 364 |
Avg Bars in Winners | 537 | 605 | 469 | 537 | 605 | 469 |
Avg Bars in Losers | 253 | 253 | 253 | 253 | 253 | 253 |
Bars Traded | 24541 | 13234 | 11307 | 24541 | 13234 | 11307 |
Profit Streak | 2.1275 | 0 | 2.9712 | 2.1275 | 0 | 2.9712 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -153443 | 358151 | 210229 | -155680 | 284074 | 262299 |
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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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