Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 31833.2023 | -12950.6747 | 44783.877 | 26694.9175 | -24326.1666 | 51021.0841 |
Total P&L (%) | 31.8332 | -12.9507 | 44.7839 | 26.6949 | -24.3262 | 51.0211 |
Avg Daily Profit (%) | 0.2253 | -0.0916 | 0.3169 | 0.1676 | -0.1971 | 0.2922 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -36169 | -28311 | -25280 | -61102 | -43557 | -40553 |
Profit Factor | 1.3737 | 0.6943 | 2.0457 | 1.2079 | 0.6199 | 1.7919 |
Total Trades | 73 | 37 | 36 | 73 | 37 | 36 |
Winning Trades | 53 | 25 | 28 | 53 | 25 | 28 |
Losing Trades | 20 | 12 | 8 | 20 | 12 | 8 |
Profitability (%) | 72.6027 | 67.5676 | 77.7778 | 72.6027 | 67.5676 | 77.7778 |
Ratio Avg Win / Avg Loss | 0.5184 | 0.3333 | 0.5845 | 0.4558 | 0.2975 | 0.512 |
Largest Winning Trade | 8072 | 3929 | 8072 | 9725 | 5355 | 9725 |
Largest Losing Trade | -25280 | -12079 | -25280 | -40553 | -21681 | -40553 |
Avg Bars in Trades | 88 | 29 | 148 | 88 | 29 | 148 |
Avg Bars in Winners | 62 | 14 | 106 | 62 | 14 | 106 |
Avg Bars in Losers | 155 | 60 | 297 | 155 | 60 | 297 |
Bars Traded | 6440 | 1079 | 5362 | 6440 | 1079 | 5362 |
Profit Streak | 400.7902 | 400.7902 | 403.5193 | 400.7902 | 400.7902 | 403.5193 |
Trades During Streak | 4 | 2 | 3 | 4 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -69728 | -578750 | 399568 | -71691 | -579028 | 393462 |
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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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