Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 52718.4545 | -9171.2139 | 61889.6684 | 50109.5169 | -13781.5702 | 63891.0871 |
Total P&L (%) | 52.7185 | -9.1712 | 61.8897 | 50.1095 | -13.7816 | 63.8911 |
Avg Daily Profit (%) | 0.2024 | -0.0352 | 0.2377 | 0.1561 | -0.0569 | 0.1899 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -29782 | -11904 | -26567 | -50990 | -18229 | -42116 |
Profit Factor | 1.3969 | 0.7507 | 1.6443 | 1.2572 | 0.7306 | 1.4447 |
Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Winning Trades | 59 | 28 | 31 | 59 | 28 | 31 |
Losing Trades | 33 | 18 | 15 | 33 | 18 | 15 |
Profitability (%) | 64.1304 | 60.8696 | 67.3913 | 64.1304 | 60.8696 | 67.3913 |
Ratio Avg Win / Avg Loss | 0.7813 | 0.4826 | 0.7956 | 0.7032 | 0.4697 | 0.6991 |
Largest Winning Trade | 16215 | 6497 | 16215 | 23948 | 8192 | 23948 |
Largest Losing Trade | -17371 | -7476 | -17371 | -27341 | -10918 | -27341 |
Avg Bars in Trades | 259 | 25 | 493 | 259 | 25 | 493 |
Avg Bars in Winners | 165 | 17 | 299 | 165 | 17 | 299 |
Avg Bars in Losers | 427 | 38 | 893 | 427 | 38 | 893 |
Bars Traded | 23892 | 1186 | 22706 | 23892 | 1186 | 22706 |
Profit Streak | 11.0139 | 11.0139 | 14.0035 | 11.0139 | 11.0139 | 14.0035 |
Trades During Streak | 2 | 1 | 3 | 2 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 271873 | -579772 | 366000 | 220631 | -579772 | 318869 |
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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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