Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 168951.8015 | 26284.5993 | 142667.2023 | 259234.573 | 33689.0924 | 225545.4807 |
Total P&L (%) | 168.9518 | 26.2846 | 142.6672 | 259.2346 | 33.6891 | 225.5455 |
Avg Daily Profit (%) | 0.3244 | 0.0505 | 0.2739 | 0.2458 | 0.0558 | 0.2269 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -34631 | -47543 | -34340 | -68533 | -85114 | -63309 |
Profit Factor | 1.9249 | 1.2416 | 2.9314 | 1.8888 | 1.2054 | 2.7669 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 52 | 25 | 27 | 52 | 25 | 27 |
Losing Trades | 14 | 8 | 6 | 14 | 8 | 6 |
Profitability (%) | 78.7879 | 75.7576 | 81.8182 | 78.7879 | 75.7576 | 81.8182 |
Ratio Avg Win / Avg Loss | 0.5182 | 0.3973 | 0.6514 | 0.5085 | 0.3857 | 0.6149 |
Largest Winning Trade | 31771 | 12331 | 31771 | 86614 | 14927 | 86614 |
Largest Losing Trade | -34340 | -34259 | -34340 | -63309 | -60360 | -63309 |
Avg Bars in Trades | 372 | 279 | 465 | 372 | 279 | 465 |
Avg Bars in Winners | 228 | 142 | 308 | 228 | 142 | 308 |
Avg Bars in Losers | 907 | 705 | 1175 | 907 | 705 | 1175 |
Bars Traded | 24583 | 9214 | 15369 | 24583 | 9214 | 15369 |
Profit Streak | 52.618 | 108.0347 | 52.618 | 52.618 | 108.0347 | 52.618 |
Trades During Streak | 12 | 8 | 6 | 12 | 8 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -114060 | -126610 | 580292 | -114802 | -119113 | 554394 |
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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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