Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 24254.7548 | -13711.7028 | 37966.4575 | 10452.864 | -27040.4742 | 37493.3383 |
Total P&L (%) | 24.2548 | -13.7117 | 37.9665 | 10.4529 | -27.0405 | 37.4933 |
Avg Daily Profit (%) | 0.1716 | -0.097 | 0.2687 | 0.0704 | -0.2229 | 0.2256 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -57074 | -34898 | -29574 | -100186 | -54939 | -60044 |
Profit Factor | 1.1941 | 0.8295 | 1.8522 | 1.0515 | 0.781 | 1.4705 |
Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Winning Trades | 61 | 28 | 33 | 61 | 28 | 33 |
Losing Trades | 21 | 13 | 8 | 21 | 13 | 8 |
Profitability (%) | 74.3902 | 68.2927 | 80.4878 | 74.3902 | 68.2927 | 80.4878 |
Ratio Avg Win / Avg Loss | 0.4111 | 0.3851 | 0.449 | 0.362 | 0.3626 | 0.3565 |
Largest Winning Trade | 9488 | 9488 | 6011 | 16136 | 16136 | 9974 |
Largest Losing Trade | -29574 | -21854 | -29574 | -60044 | -35756 | -60044 |
Avg Bars in Trades | 78 | 85 | 72 | 78 | 85 | 72 |
Avg Bars in Winners | 51 | 52 | 50 | 51 | 52 | 50 |
Avg Bars in Losers | 158 | 157 | 160 | 158 | 157 | 160 |
Bars Traded | 6468 | 3506 | 2962 | 6468 | 3506 | 2962 |
Profit Streak | 387.8776 | 387.8776 | 400.2109 | 387.8776 | 387.8776 | 400.2109 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -11557 | -579558 | 349336 | -422402 | -579558 | 288546 |
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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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