Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 26727.2069 | 28827.3552 | -2100.1483 | 27066.062 | 28948.6697 | -1882.6077 |
Total P&L (%) | 26.7272 | 28.8274 | -2.1001 | 27.0661 | 28.9487 | -1.8826 |
Avg Daily Profit (%) | 0.5132 | 0.5535 | -0.0403 | 0.461 | 0.4894 | -0.0365 |
Buy And Hold Return (%) | 10.8317 | 10.8317 | 10.8317 | 10.8317 | 10.8317 | 10.8317 |
Max Trade Drawdown | -13369 | -12921 | -2734 | -15619 | -15191 | -2835 |
Profit Factor | 1.5727 | 1.7686 | 0.7708 | 1.5428 | 1.7165 | 0.801 |
Total Trades | 67 | 33 | 34 | 67 | 33 | 34 |
Winning Trades | 32 | 20 | 12 | 32 | 20 | 12 |
Losing Trades | 35 | 13 | 22 | 35 | 13 | 22 |
Profitability (%) | 47.7612 | 60.6061 | 35.2941 | 47.7612 | 60.6061 | 35.2941 |
Ratio Avg Win / Avg Loss | 1.7201 | 1.1496 | 1.4132 | 1.6875 | 1.1157 | 1.4685 |
Largest Winning Trade | 7229 | 7229 | 3422 | 7631 | 7631 | 3667 |
Largest Losing Trade | -8858 | -8858 | -1820 | -9912 | -9912 | -1916 |
Avg Bars in Trades | 297 | 597 | 5 | 297 | 597 | 5 |
Avg Bars in Winners | 362 | 576 | 6 | 362 | 576 | 6 |
Avg Bars in Losers | 237 | 631 | 5 | 237 | 631 | 5 |
Bars Traded | 19927 | 19731 | 196 | 19927 | 19731 | 196 |
Profit Streak | 27.253 | 32.3259 | 27.253 | 27.253 | 32.3259 | 27.253 |
Trades During Streak | 4 | 7 | 2 | 4 | 7 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -113316 | 373248 | -585057 | -113736 | 350251 | -585057 |
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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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