Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 37567.5581 | -9397.4095 | 46964.9676 | 31525.8487 | -12708.2258 | 44234.0745 |
Total P&L (%) | 37.5676 | -9.3974 | 46.965 | 31.5258 | -12.7082 | 44.2341 |
Avg Daily Profit (%) | 0.2659 | -0.0665 | 0.3324 | 0.1941 | -0.0961 | 0.2595 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -46437 | -34436 | -17686 | -42439 | -33555 | -15486 |
Profit Factor | 1.3571 | 0.8381 | 1.9965 | 1.3191 | 0.7706 | 2.0192 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 36 | 15 | 21 | 36 | 15 | 21 |
Losing Trades | 38 | 22 | 16 | 38 | 22 | 16 |
Profitability (%) | 48.6486 | 40.5405 | 56.7568 | 48.6486 | 40.5405 | 56.7568 |
Ratio Avg Win / Avg Loss | 1.4325 | 1.2293 | 1.5211 | 1.3923 | 1.1303 | 1.5385 |
Largest Winning Trade | 24440 | 23464 | 24440 | 25642 | 19940 | 25642 |
Largest Losing Trade | -10092 | -10092 | -8941 | -11124 | -11124 | -9444 |
Avg Bars in Trades | 86 | 80 | 92 | 86 | 80 | 92 |
Avg Bars in Winners | 89 | 82 | 95 | 89 | 82 | 95 |
Avg Bars in Losers | 82 | 78 | 88 | 82 | 78 | 88 |
Bars Traded | 6382 | 2976 | 3406 | 6382 | 2976 | 3406 |
Profit Streak | 399.1289 | 0 | 416.0039 | 399.1289 | 0 | 416.0039 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -64312 | -584558 | 396462 | -65695 | -584558 | 366897 |
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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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