Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 33369.8494 | 403.5101 | 32966.3393 | 33877.6181 | -3379.0118 | 37256.6299 |
Total P&L (%) | 33.3698 | 0.4035 | 32.9663 | 33.8776 | -3.379 | 37.2566 |
Avg Daily Profit (%) | 0.6407 | 0.0077 | 0.633 | 0.5618 | -0.066 | 0.6099 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -16925 | -24160 | -11937 | -23728 | -32420 | -16057 |
Profit Factor | 1.474 | 1.0112 | 1.9577 | 1.3606 | 0.929 | 1.8035 |
Total Trades | 85 | 43 | 42 | 85 | 43 | 42 |
Winning Trades | 57 | 27 | 30 | 57 | 27 | 30 |
Losing Trades | 28 | 16 | 12 | 28 | 16 | 12 |
Profitability (%) | 67.0588 | 62.7907 | 71.4286 | 67.0588 | 62.7907 | 71.4286 |
Ratio Avg Win / Avg Loss | 0.724 | 0.5992 | 0.7831 | 0.6684 | 0.5505 | 0.7214 |
Largest Winning Trade | 10201 | 10201 | 7671 | 11736 | 11736 | 9726 |
Largest Losing Trade | -11937 | -8032 | -11937 | -16057 | -10634 | -16057 |
Avg Bars in Trades | 275 | 102 | 452 | 275 | 102 | 452 |
Avg Bars in Winners | 202 | 65 | 326 | 202 | 65 | 326 |
Avg Bars in Losers | 424 | 166 | 768 | 424 | 166 | 768 |
Bars Traded | 23434 | 4419 | 19015 | 23434 | 4419 | 19015 |
Profit Streak | 11.5835 | 13.5523 | 0 | 11.5835 | 13.5523 | 0 |
Trades During Streak | 1 | 3 | 0 | 1 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 336478 | -556961 | 366459 | 288872 | -579626 | 362377 |
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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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