Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 19819.4673 | -7089.9161 | 26909.3833 | 17779.526 | -11053.9395 | 28833.4656 |
Total P&L (%) | 19.8195 | -7.0899 | 26.9094 | 17.7795 | -11.0539 | 28.8335 |
Avg Daily Profit (%) | 0.3806 | -0.1361 | 0.5167 | 0.3147 | -0.2247 | 0.4876 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -24374 | -30029 | -10295 | -32445 | -37496 | -14029 |
Profit Factor | 1.2958 | 0.8229 | 1.9984 | 1.2093 | 0.7791 | 1.8258 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 41 | 18 | 23 | 41 | 18 | 23 |
Losing Trades | 31 | 18 | 13 | 31 | 18 | 13 |
Profitability (%) | 56.9444 | 50 | 63.8889 | 56.9444 | 50 | 63.8889 |
Ratio Avg Win / Avg Loss | 0.9798 | 0.8229 | 1.1295 | 0.9143 | 0.7791 | 1.032 |
Largest Winning Trade | 10528 | 10528 | 7639 | 11868 | 11868 | 9517 |
Largest Losing Trade | -8053 | -8053 | -7823 | -10605 | -9853 | -10605 |
Avg Bars in Trades | 331 | 133 | 528 | 331 | 133 | 528 |
Avg Bars in Winners | 246 | 89 | 369 | 246 | 89 | 369 |
Avg Bars in Losers | 442 | 177 | 810 | 442 | 177 | 810 |
Bars Traded | 23836 | 4805 | 19031 | 23836 | 4805 | 19031 |
Profit Streak | 13.3284 | 15.295 | 13.3284 | 13.3284 | 15.295 | 13.3284 |
Trades During Streak | 2 | 3 | 1 | 2 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -83030 | -581349 | 359058 | -85482 | -581349 | 344293 |
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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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