Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 131666.195 | 77192.0879 | 54474.1071 | 152128.79 | 70667.8596 | 81460.9304 |
Total P&L (%) | 131.6662 | 77.1921 | 54.4741 | 152.1288 | 70.6679 | 81.4609 |
Avg Daily Profit (%) | 0.5056 | 0.2964 | 0.2092 | 0.3557 | 0.2055 | 0.2291 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -35558 | -26440 | -20842 | -44687 | -29859 | -24182 |
Profit Factor | 2.2074 | 2.2631 | 2.1363 | 2.0383 | 1.9209 | 2.1673 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 31 | 12 | 19 | 31 | 12 | 19 |
Losing Trades | 27 | 17 | 10 | 27 | 17 | 10 |
Profitability (%) | 53.4483 | 41.3793 | 65.5172 | 53.4483 | 41.3793 | 65.5172 |
Ratio Avg Win / Avg Loss | 1.9225 | 3.206 | 1.1244 | 1.7753 | 2.7213 | 1.1407 |
Largest Winning Trade | 93627 | 93627 | 16557 | 82767 | 82767 | 29061 |
Largest Losing Trade | -20842 | -12674 | -20842 | -24182 | -12656 | -24182 |
Avg Bars in Trades | 421 | 386 | 456 | 421 | 386 | 456 |
Avg Bars in Winners | 448 | 393 | 482 | 448 | 393 | 482 |
Avg Bars in Losers | 390 | 381 | 405 | 390 | 381 | 405 |
Bars Traded | 24427 | 11200 | 13227 | 24427 | 11200 | 13227 |
Profit Streak | 3.1251 | 0 | 8.8647 | 3.1251 | 0 | 8.8647 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -167045 | 286198 | 390474 | -168652 | 234447 | 436006 |
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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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