Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 50907.1762 | -2024.404 | 52931.5802 | 24676.5849 | -24662.7249 | 49339.3098 |
Total P&L (%) | 50.9072 | -2.0244 | 52.9316 | 24.6766 | -24.6627 | 49.3393 |
Avg Daily Profit (%) | 0.1955 | -0.0078 | 0.2033 | 0.0847 | -0.1087 | 0.1541 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -67509 | -50096 | -30467 | -107105 | -75628 | -48062 |
Profit Factor | 1.2941 | 0.9803 | 1.7521 | 1.1084 | 0.8202 | 1.5458 |
Total Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Winning Trades | 45 | 20 | 25 | 45 | 20 | 25 |
Losing Trades | 16 | 10 | 6 | 16 | 10 | 6 |
Profitability (%) | 73.7705 | 66.6667 | 80.6452 | 73.7705 | 66.6667 | 80.6452 |
Ratio Avg Win / Avg Loss | 0.4601 | 0.4901 | 0.4205 | 0.3941 | 0.4101 | 0.371 |
Largest Winning Trade | 16081 | 9349 | 16081 | 20815 | 11662 | 20815 |
Largest Losing Trade | -35132 | -35132 | -30467 | -45546 | -45546 | -39279 |
Avg Bars in Trades | 392 | 451 | 335 | 392 | 451 | 335 |
Avg Bars in Winners | 210 | 209 | 211 | 210 | 209 | 211 |
Avg Bars in Losers | 905 | 936 | 853 | 905 | 936 | 853 |
Bars Traded | 23959 | 13554 | 10405 | 23959 | 13554 | 10405 |
Profit Streak | 11.0464 | 23.2755 | 11.0464 | 11.0464 | 23.2755 | 11.0464 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -158529 | -579024 | 367624 | -349730 | -579024 | 320862 |
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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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