Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 64200.4203 | -1659.232 | 65859.6524 | 39462.9139 | -19540.6685 | 59003.5823 |
Total P&L (%) | 64.2004 | -1.6592 | 65.8597 | 39.4629 | -19.5407 | 59.0036 |
Avg Daily Profit (%) | 0.2465 | -0.0064 | 0.2529 | 0.1278 | -0.0835 | 0.1782 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -76817 | -55226 | -45169 | -107871 | -75519 | -69844 |
Profit Factor | 1.2886 | 0.9866 | 1.6684 | 1.1314 | 0.8818 | 1.4367 |
Total Trades | 73 | 37 | 36 | 73 | 37 | 36 |
Winning Trades | 52 | 24 | 28 | 52 | 24 | 28 |
Losing Trades | 21 | 13 | 8 | 21 | 13 | 8 |
Profitability (%) | 71.2329 | 64.8649 | 77.7778 | 71.2329 | 64.8649 | 77.7778 |
Ratio Avg Win / Avg Loss | 0.5204 | 0.5344 | 0.4767 | 0.4569 | 0.4776 | 0.4105 |
Largest Winning Trade | 18314 | 18314 | 17141 | 27289 | 19428 | 27289 |
Largest Losing Trade | -27750 | -19681 | -27750 | -39781 | -28566 | -39781 |
Avg Bars in Trades | 331 | 280 | 383 | 331 | 280 | 383 |
Avg Bars in Winners | 228 | 186 | 263 | 228 | 186 | 263 |
Avg Bars in Losers | 586 | 452 | 802 | 586 | 452 | 802 |
Bars Traded | 24171 | 10364 | 13807 | 24171 | 10364 | 13807 |
Profit Streak | 0 | 0 | 16.4235 | 0 | 0 | 16.4235 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -68663 | -580241 | 394478 | -176999 | -580241 | 314362 |
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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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