Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 26864.6006 | -12048.3279 | 38912.9285 | 18311.5562 | -11507.0929 | 29818.6491 |
Total P&L (%) | 26.8646 | -12.0483 | 38.9129 | 18.3116 | -11.5071 | 29.8186 |
Avg Daily Profit (%) | 0.1901 | -0.0853 | 0.2754 | 0.1191 | -0.0865 | 0.1848 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -36387 | -30184 | -16207 | -30692 | -23795 | -15051 |
Profit Factor | 1.2733 | 0.7821 | 1.9044 | 1.2154 | 0.7583 | 1.7972 |
Total Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Winning Trades | 28 | 11 | 17 | 28 | 11 | 17 |
Losing Trades | 33 | 19 | 14 | 33 | 19 | 14 |
Profitability (%) | 45.9016 | 36.6667 | 54.8387 | 45.9016 | 36.6667 | 54.8387 |
Ratio Avg Win / Avg Loss | 1.5006 | 1.3509 | 1.5684 | 1.4325 | 1.3097 | 1.48 |
Largest Winning Trade | 27079 | 27079 | 19744 | 23073 | 23073 | 17816 |
Largest Losing Trade | -9427 | -9427 | -9108 | -10460 | -10460 | -8473 |
Avg Bars in Trades | 108 | 93 | 122 | 108 | 93 | 122 |
Avg Bars in Winners | 148 | 122 | 165 | 148 | 122 | 165 |
Avg Bars in Losers | 74 | 77 | 71 | 74 | 77 | 71 |
Bars Traded | 6616 | 2814 | 3802 | 6616 | 2814 | 3802 |
Profit Streak | 393.5047 | 0 | 402.7547 | 393.5047 | 0 | 402.7547 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -163603 | -586117 | 336196 | -211282 | -586117 | 231791 |
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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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