Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 13938.9582 | -9480.5935 | 23419.5517 | 10860.5352 | -14956.6541 | 25817.1893 |
Total P&L (%) | 13.939 | -9.4806 | 23.4196 | 10.8605 | -14.9567 | 25.8172 |
Avg Daily Profit (%) | 0.2676 | -0.182 | 0.4497 | 0.1982 | -0.3106 | 0.4419 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -23517 | -27927 | -3644 | -30026 | -35493 | -4527 |
Profit Factor | 1.1931 | 0.8345 | 2.5721 | 1.1216 | 0.7891 | 2.4014 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 57 | 28 | 29 | 57 | 28 | 29 |
Losing Trades | 29 | 15 | 14 | 29 | 15 | 14 |
Profitability (%) | 66.2791 | 65.1163 | 67.4419 | 66.2791 | 65.1163 | 67.4419 |
Ratio Avg Win / Avg Loss | 0.607 | 0.447 | 1.2417 | 0.5706 | 0.4227 | 1.1593 |
Largest Winning Trade | 7611 | 7611 | 5546 | 8787 | 8787 | 6414 |
Largest Losing Trade | -12115 | -12115 | -3644 | -15467 | -15467 | -4527 |
Avg Bars in Trades | 276 | 301 | 252 | 276 | 301 | 252 |
Avg Bars in Winners | 175 | 120 | 228 | 175 | 120 | 228 |
Avg Bars in Losers | 475 | 637 | 301 | 475 | 637 | 301 |
Bars Traded | 23796 | 12954 | 10842 | 23796 | 12954 | 10842 |
Profit Streak | 2.6933 | 2.6933 | 8.5454 | 2.6933 | 2.6933 | 8.5454 |
Trades During Streak | 5 | 2 | 4 | 5 | 2 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -44761 | -581786 | 398492 | -219848 | -581786 | 424794 |
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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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