Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 57580.4258 | 8405.5179 | 49174.908 | 46860.853 | 968.5414 | 45892.3116 |
Total P&L (%) | 57.5804 | 8.4055 | 49.1749 | 46.8609 | 0.9685 | 45.8923 |
Avg Daily Profit (%) | 0.2211 | 0.0323 | 0.1888 | 0.1477 | 0.0037 | 0.1451 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -46793 | -28416 | -30183 | -80512 | -47677 | -50345 |
Profit Factor | 1.4084 | 1.1023 | 1.836 | 1.2261 | 1.0083 | 1.5093 |
Total Trades | 67 | 33 | 34 | 67 | 33 | 34 |
Winning Trades | 48 | 22 | 26 | 48 | 22 | 26 |
Losing Trades | 19 | 11 | 8 | 19 | 11 | 8 |
Profitability (%) | 71.6418 | 66.6667 | 76.4706 | 71.6418 | 66.6667 | 76.4706 |
Ratio Avg Win / Avg Loss | 0.5575 | 0.5512 | 0.5649 | 0.4853 | 0.5041 | 0.4644 |
Largest Winning Trade | 18340 | 12626 | 18340 | 23666 | 19281 | 23666 |
Largest Losing Trade | -30183 | -19436 | -30183 | -47680 | -26115 | -47680 |
Avg Bars in Trades | 356 | 405 | 307 | 356 | 405 | 307 |
Avg Bars in Winners | 215 | 244 | 191 | 215 | 244 | 191 |
Avg Bars in Losers | 709 | 728 | 683 | 709 | 728 | 683 |
Bars Traded | 23852 | 13393 | 10459 | 23852 | 13393 | 10459 |
Profit Streak | 10.2881 | 17.2256 | 10.2881 | 10.2881 | 17.2256 | 10.2881 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -112436 | -423899 | 342005 | -118030 | -565439 | 49922 |
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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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