Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 110614.9211 | 54721.8461 | 55893.075 | 92502.8612 | 77504.0369 | 14998.8243 |
Total P&L (%) | 110.6149 | 54.7218 | 55.8931 | 92.5029 | 77.504 | 14.9988 |
Avg Daily Profit (%) | 0.4248 | 0.2101 | 0.2146 | 0.2518 | 0.2206 | 0.0537 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -57913 | -19071 | -58490 | -132398 | -22599 | -141759 |
Profit Factor | 1.7259 | 1.9808 | 1.5786 | 1.3545 | 2.0362 | 1.0806 |
Total Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Winning Trades | 43 | 18 | 25 | 43 | 18 | 25 |
Losing Trades | 18 | 12 | 6 | 18 | 12 | 6 |
Profitability (%) | 70.4918 | 60 | 80.6452 | 70.4918 | 60 | 80.6452 |
Ratio Avg Win / Avg Loss | 0.7225 | 1.3205 | 0.3789 | 0.567 | 1.3575 | 0.2593 |
Largest Winning Trade | 21469 | 9933 | 21469 | 24938 | 16284 | 24938 |
Largest Losing Trade | -57618 | -10056 | -57618 | -131259 | -12762 | -131259 |
Avg Bars in Trades | 398 | 438 | 359 | 398 | 438 | 359 |
Avg Bars in Winners | 246 | 234 | 255 | 246 | 234 | 255 |
Avg Bars in Losers | 761 | 744 | 794 | 761 | 744 | 794 |
Bars Traded | 24309 | 13161 | 11148 | 24309 | 13161 | 11148 |
Profit Streak | 10.3338 | 22.3442 | 10.3338 | 10.3338 | 22.3442 | 10.3338 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -153603 | 350732 | 363506 | -156824 | 394471 | -261887 |
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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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