Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 24049.4496 | -13102.1733 | 37151.623 | 12842.4709 | -14569.4648 | 27411.9357 |
Total P&L (%) | 24.0495 | -13.1022 | 37.1516 | 12.8425 | -14.5695 | 27.4119 |
Avg Daily Profit (%) | 0.1702 | -0.0927 | 0.2629 | 0.0855 | -0.1114 | 0.1716 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -58728 | -49209 | -21366 | -52249 | -40469 | -17764 |
Profit Factor | 1.2108 | 0.7684 | 1.6456 | 1.1316 | 0.6926 | 1.5463 |
Total Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Winning Trades | 28 | 11 | 17 | 28 | 11 | 17 |
Losing Trades | 37 | 21 | 16 | 37 | 21 | 16 |
Profitability (%) | 43.0769 | 34.375 | 51.5152 | 43.0769 | 34.375 | 51.5152 |
Ratio Avg Win / Avg Loss | 1.5999 | 1.4669 | 1.5488 | 1.4954 | 1.3222 | 1.4554 |
Largest Winning Trade | 27695 | 27695 | 26427 | 21823 | 17910 | 21823 |
Largest Losing Trade | -8074 | -6853 | -8074 | -9186 | -5798 | -9186 |
Avg Bars in Trades | 100 | 88 | 111 | 100 | 88 | 111 |
Avg Bars in Winners | 129 | 94 | 151 | 129 | 94 | 151 |
Avg Bars in Losers | 79 | 86 | 69 | 79 | 86 | 69 |
Bars Traded | 6540 | 2846 | 3694 | 6540 | 2846 | 3694 |
Profit Streak | 407.8839 | 410.4048 | 407.8839 | 407.8839 | 410.4048 | 407.8839 |
Trades During Streak | 6 | 3 | 3 | 6 | 3 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -135520 | -585653 | 307351 | -371179 | -585653 | 193112 |
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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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