Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 65848.5692 | 133.8812 | 65714.6881 | 44141.5476 | -29490.7292 | 73632.2768 |
Total P&L (%) | 65.8486 | 0.1339 | 65.7147 | 44.1415 | -29.4907 | 73.6323 |
Avg Daily Profit (%) | 0.2529 | 0.0005 | 0.2523 | 0.1405 | -0.1341 | 0.2121 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -80232 | -51147 | -39849 | -147608 | -99687 | -64009 |
Profit Factor | 1.2715 | 1.0009 | 1.7082 | 1.1247 | 0.8667 | 1.5546 |
Total Trades | 106 | 53 | 53 | 106 | 53 | 53 |
Winning Trades | 78 | 36 | 42 | 78 | 36 | 42 |
Losing Trades | 28 | 17 | 11 | 28 | 17 | 11 |
Profitability (%) | 73.5849 | 67.9245 | 79.2453 | 73.5849 | 67.9245 | 79.2453 |
Ratio Avg Win / Avg Loss | 0.4564 | 0.4726 | 0.4474 | 0.4037 | 0.4093 | 0.4072 |
Largest Winning Trade | 15840 | 12527 | 15840 | 22792 | 13672 | 22792 |
Largest Losing Trade | -24558 | -24558 | -20038 | -57994 | -57994 | -36454 |
Avg Bars in Trades | 226 | 245 | 207 | 226 | 245 | 207 |
Avg Bars in Winners | 120 | 117 | 123 | 120 | 117 | 123 |
Avg Bars in Losers | 520 | 516 | 526 | 520 | 516 | 526 |
Bars Traded | 24001 | 13016 | 10985 | 24001 | 13016 | 10985 |
Profit Streak | 7.6972 | 7.6972 | 15.0826 | 7.6972 | 7.6972 | 15.0826 |
Trades During Streak | 4 | 2 | 4 | 4 | 2 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 355303 | -757098 | -167871 | -88539 | -758767 | -168415 |
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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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