Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 64401.5421 | 24882.4567 | 39519.0854 | 82242.82 | 30990.1588 | 51252.6612 |
Total P&L (%) | 64.4015 | 24.8825 | 39.5191 | 82.2428 | 30.9902 | 51.2527 |
Avg Daily Profit (%) | 0.7419 | 0.2866 | 0.4552 | 0.6938 | 0.3115 | 0.4778 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -15765 | -10976 | -8452 | -25654 | -17597 | -13765 |
Profit Factor | 1.9114 | 1.6607 | 2.1975 | 1.8039 | 1.5547 | 2.1037 |
Total Trades | 75 | 37 | 38 | 75 | 37 | 38 |
Winning Trades | 51 | 24 | 27 | 51 | 24 | 27 |
Losing Trades | 24 | 13 | 11 | 24 | 13 | 11 |
Profitability (%) | 68 | 64.8649 | 71.0526 | 68 | 64.8649 | 71.0526 |
Ratio Avg Win / Avg Loss | 0.8995 | 0.8995 | 0.8953 | 0.8489 | 0.8422 | 0.8571 |
Largest Winning Trade | 9334 | 8043 | 9334 | 10944 | 9264 | 10944 |
Largest Losing Trade | -8452 | -7813 | -8452 | -11934 | -11934 | -10668 |
Avg Bars in Trades | 324 | 321 | 327 | 324 | 321 | 327 |
Avg Bars in Winners | 215 | 221 | 210 | 215 | 221 | 210 |
Avg Bars in Losers | 556 | 506 | 617 | 556 | 506 | 617 |
Bars Traded | 24360 | 11900 | 12460 | 24360 | 11900 | 12460 |
Profit Streak | 1.7858 | 1.7858 | 6.251 | 1.7858 | 1.7858 | 6.251 |
Trades During Streak | 3 | 1 | 4 | 3 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -49340 | 101347 | 409489 | -49586 | 116805 | 446452 |
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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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