Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 30153.4754 | -1973.0285 | 32126.5039 | 29988.2179 | -8226.9188 | 38215.1368 |
Total P&L (%) | 30.1535 | -1.973 | 32.1265 | 29.9882 | -8.2269 | 38.2151 |
Avg Daily Profit (%) | 0.579 | -0.0379 | 0.6169 | 0.5049 | -0.1647 | 0.6234 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -18430 | -24428 | -9428 | -28907 | -34434 | -14562 |
Profit Factor | 1.4813 | 0.9502 | 2.3942 | 1.3338 | 0.8523 | 2.1192 |
Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Winning Trades | 38 | 18 | 20 | 38 | 18 | 20 |
Losing Trades | 25 | 14 | 11 | 25 | 14 | 11 |
Profitability (%) | 60.3175 | 56.25 | 64.5161 | 60.3175 | 56.25 | 64.5161 |
Ratio Avg Win / Avg Loss | 0.9745 | 0.739 | 1.3168 | 0.8775 | 0.6629 | 1.1656 |
Largest Winning Trade | 12070 | 12070 | 8635 | 13735 | 13735 | 11012 |
Largest Losing Trade | -9577 | -9577 | -8000 | -13864 | -13864 | -12321 |
Avg Bars in Trades | 364 | 210 | 523 | 364 | 210 | 523 |
Avg Bars in Winners | 238 | 100 | 361 | 238 | 100 | 361 |
Avg Bars in Losers | 556 | 350 | 818 | 556 | 350 | 818 |
Bars Traded | 22967 | 6724 | 16243 | 22967 | 6724 | 16243 |
Profit Streak | 7.1628 | 7.1628 | 14.0232 | 7.1628 | 7.1628 | 14.0232 |
Trades During Streak | 2 | 1 | 5 | 2 | 1 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -143281 | -581374 | 471309 | -144831 | -581374 | 473686 |
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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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