Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 66110.301 | 45597.0621 | 20513.2389 | 61505.2311 | 46887.8111 | 14617.42 |
Total P&L (%) | 66.1103 | 45.5971 | 20.5132 | 61.5052 | 46.8878 | 14.6174 |
Avg Daily Profit (%) | 0.2539 | 0.1751 | 0.0788 | 0.1842 | 0.1478 | 0.0524 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -32151 | -27957 | -33656 | -60271 | -53531 | -62537 |
Profit Factor | 1.5071 | 1.9384 | 1.2508 | 1.2778 | 1.5342 | 1.1094 |
Total Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Winning Trades | 48 | 25 | 23 | 48 | 25 | 23 |
Losing Trades | 11 | 4 | 7 | 11 | 4 | 7 |
Profitability (%) | 81.3559 | 86.2069 | 76.6667 | 81.3559 | 86.2069 | 76.6667 |
Ratio Avg Win / Avg Loss | 0.3454 | 0.3101 | 0.3807 | 0.2928 | 0.2455 | 0.3376 |
Largest Winning Trade | 17838 | 17838 | 12500 | 22251 | 22251 | 15266 |
Largest Losing Trade | -24177 | -19409 | -24177 | -48041 | -37067 | -48041 |
Avg Bars in Trades | 410 | 407 | 413 | 410 | 407 | 413 |
Avg Bars in Winners | 237 | 269 | 203 | 237 | 269 | 203 |
Avg Bars in Losers | 1163 | 1266 | 1105 | 1163 | 1266 | 1105 |
Bars Traded | 24222 | 11803 | 12419 | 24222 | 11803 | 12419 |
Profit Streak | 10.8667 | 108.7521 | 10.8667 | 10.8667 | 108.7521 | 10.8667 |
Trades During Streak | 2 | 7 | 1 | 2 | 7 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -168274 | 400768 | -93551 | -170577 | 251420 | -244248 |
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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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