Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 15784.5009 | -1925.6628 | 17710.1637 | 15919.4757 | -2022.4523 | 17941.928 |
Total P&L (%) | 15.7845 | -1.9257 | 17.7102 | 15.9195 | -2.0225 | 17.9419 |
Avg Daily Profit (%) | 0.9092 | -0.1109 | 1.0202 | 0.8546 | -0.1176 | 0.9551 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -9674 | -3470 | -8513 | -9645 | -3459 | -8493 |
Profit Factor | 1.7465 | 0.7154 | 2.2317 | 1.7543 | 0.7022 | 2.2535 |
Total Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Winning Trades | 31 | 13 | 18 | 31 | 13 | 18 |
Losing Trades | 30 | 18 | 12 | 30 | 18 | 12 |
Profitability (%) | 50.8197 | 41.9355 | 60 | 50.8197 | 41.9355 | 60 |
Ratio Avg Win / Avg Loss | 1.6902 | 0.9905 | 1.4878 | 1.6977 | 0.9722 | 1.5023 |
Largest Winning Trade | 6561 | 853 | 6561 | 6627 | 827 | 6627 |
Largest Losing Trade | -8258 | -1128 | -8258 | -8260 | -1127 | -8260 |
Avg Bars in Trades | 369 | 27 | 723 | 369 | 27 | 723 |
Avg Bars in Winners | 496 | 39 | 826 | 496 | 39 | 826 |
Avg Bars in Losers | 238 | 19 | 568 | 238 | 19 | 568 |
Bars Traded | 22560 | 856 | 21704 | 22560 | 856 | 21704 |
Profit Streak | 8.2513 | 8.2513 | 11.479 | 8.2513 | 8.2513 | 11.479 |
Trades During Streak | 2 | 1 | 5 | 2 | 1 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -160477 | -584615 | 300677 | -160419 | -584615 | 345719 |
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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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