Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 28501.1161 | -17083.4481 | 45584.5642 | 12592.1756 | -24637.4067 | 37229.5823 |
Total P&L (%) | 28.5011 | -17.0834 | 45.5846 | 12.5922 | -24.6374 | 37.2296 |
Avg Daily Profit (%) | 0.1094 | -0.0656 | 0.175 | 0.0456 | -0.1086 | 0.1216 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -56219 | -35603 | -31634 | -66332 | -40163 | -39462 |
Profit Factor | 1.1514 | 0.8528 | 1.6309 | 1.0628 | 0.7983 | 1.476 |
Total Trades | 89 | 44 | 45 | 89 | 44 | 45 |
Winning Trades | 64 | 27 | 37 | 64 | 27 | 37 |
Losing Trades | 25 | 17 | 8 | 25 | 17 | 8 |
Profitability (%) | 71.9101 | 61.3636 | 82.2222 | 71.9101 | 61.3636 | 82.2222 |
Ratio Avg Win / Avg Loss | 0.4498 | 0.5369 | 0.3526 | 0.4152 | 0.5026 | 0.3191 |
Largest Winning Trade | 9540 | 9540 | 7173 | 8783 | 8783 | 8175 |
Largest Losing Trade | -22807 | -22807 | -16442 | -24434 | -24434 | -18583 |
Avg Bars in Trades | 276 | 317 | 236 | 276 | 317 | 236 |
Avg Bars in Winners | 144 | 126 | 157 | 144 | 126 | 157 |
Avg Bars in Losers | 612 | 619 | 598 | 612 | 619 | 598 |
Bars Traded | 24581 | 13951 | 10630 | 24581 | 13951 | 10630 |
Profit Streak | 3.5871 | 8.7225 | 3.5871 | 3.5871 | 8.7225 | 3.5871 |
Trades During Streak | 4 | 3 | 2 | 4 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -103560 | -579090 | 310422 | -368004 | -579090 | -31013 |
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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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