Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 108236.0157 | 23776.1585 | 84459.8571 | 61841.6035 | 17225.3588 | 44616.2447 |
Total P&L (%) | 108.236 | 23.7762 | 84.4599 | 61.8416 | 17.2254 | 44.6162 |
Avg Daily Profit (%) | 0.2078 | 0.0457 | 0.1622 | 0.0925 | 0.0305 | 0.0709 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -83979 | -11691 | -77939 | -111592 | -12959 | -103338 |
Profit Factor | 1.6739 | 1.5934 | 1.7006 | 1.3087 | 1.3874 | 1.2862 |
Total Trades | 67 | 34 | 33 | 67 | 34 | 33 |
Winning Trades | 42 | 20 | 22 | 42 | 20 | 22 |
Losing Trades | 25 | 14 | 11 | 25 | 14 | 11 |
Profitability (%) | 62.6866 | 58.8235 | 66.6667 | 62.6866 | 58.8235 | 66.6667 |
Ratio Avg Win / Avg Loss | 0.9964 | 1.1154 | 0.8503 | 0.779 | 0.9712 | 0.6431 |
Largest Winning Trade | 26723 | 7434 | 26723 | 19760 | 7167 | 19760 |
Largest Losing Trade | -66896 | -8587 | -66896 | -84193 | -7243 | -84193 |
Avg Bars in Trades | 340 | 50 | 639 | 340 | 50 | 639 |
Avg Bars in Winners | 251 | 47 | 437 | 251 | 47 | 437 |
Avg Bars in Losers | 489 | 55 | 1041 | 489 | 55 | 1041 |
Bars Traded | 22813 | 1721 | 21092 | 22813 | 1721 | 21092 |
Profit Streak | 42.6325 | 42.6325 | 42.7992 | 42.6325 | 42.6325 | 42.7992 |
Trades During Streak | 8 | 4 | 4 | 8 | 4 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -110217 | -132375 | 389109 | -189870 | -159843 | -98743 |
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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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