Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 62737.4771 | 1277.1241 | 61460.353 | 55270.5381 | 3669.8719 | 51600.6662 |
Total P&L (%) | 62.7375 | 1.2771 | 61.4604 | 55.2705 | 3.6699 | 51.6007 |
Avg Daily Profit (%) | 0.2409 | 0.0049 | 0.236 | 0.1691 | 0.0138 | 0.1599 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -50354 | -3940 | -49802 | -110123 | -5640 | -109493 |
Profit Factor | 1.7285 | 1.1262 | 1.8087 | 1.3268 | 1.2599 | 1.3328 |
Total Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Winning Trades | 37 | 17 | 20 | 37 | 17 | 20 |
Losing Trades | 24 | 14 | 10 | 24 | 14 | 10 |
Profitability (%) | 60.6557 | 54.8387 | 66.6667 | 60.6557 | 54.8387 | 66.6667 |
Ratio Avg Win / Avg Loss | 1.1212 | 0.9275 | 0.9044 | 0.8606 | 1.0375 | 0.6664 |
Largest Winning Trade | 20468 | 4981 | 20468 | 34789 | 6996 | 34789 |
Largest Losing Trade | -37981 | -1854 | -37981 | -92134 | -2128 | -92134 |
Avg Bars in Trades | 387 | 4 | 783 | 387 | 4 | 783 |
Avg Bars in Winners | 357 | 4 | 657 | 357 | 4 | 657 |
Avg Bars in Losers | 433 | 3 | 1033 | 433 | 3 | 1033 |
Bars Traded | 23629 | 136 | 23493 | 23629 | 136 | 23493 |
Profit Streak | 37.8238 | 48.9904 | 37.8238 | 37.8238 | 48.9904 | 37.8238 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -154929 | -434407 | 333916 | -159625 | -339553 | 213560 |
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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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