Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 97102.0169 | 62241.3673 | 34860.6496 | 3632.2896 | 101051.2133 | -97418.9237 |
Total P&L (%) | 97.102 | 62.2414 | 34.8607 | 3.6323 | 101.0512 | -97.4189 |
Avg Daily Profit (%) | 0.3729 | 0.239 | 0.1339 | 0.0137 | 0.2685 | -1.3944 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -78624 | -28126 | -78624 | -276512 | -46538 | -276512 |
Profit Factor | 1.4436 | 1.7935 | 1.2482 | 1.0071 | 1.8159 | 0.7487 |
Total Trades | 97 | 48 | 49 | 97 | 48 | 49 |
Winning Trades | 71 | 34 | 37 | 71 | 34 | 37 |
Losing Trades | 26 | 14 | 12 | 26 | 14 | 12 |
Profitability (%) | 73.1959 | 70.8333 | 75.5102 | 73.1959 | 70.8333 | 75.5102 |
Ratio Avg Win / Avg Loss | 0.5287 | 0.7385 | 0.4048 | 0.3688 | 0.7477 | 0.2428 |
Largest Winning Trade | 16629 | 8627 | 16629 | 21541 | 17523 | 21541 |
Largest Losing Trade | -78624 | -28126 | -78624 | -276512 | -30138 | -276512 |
Avg Bars in Trades | 253 | 272 | 235 | 253 | 272 | 235 |
Avg Bars in Winners | 138 | 163 | 116 | 138 | 163 | 116 |
Avg Bars in Losers | 568 | 538 | 602 | 568 | 538 | 602 |
Bars Traded | 24613 | 13086 | 11527 | 24613 | 13086 | 11527 |
Profit Streak | 0 | 9.0923 | 0 | 0 | 9.0923 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 379477 | 364414 | -16892 | -552551 | 393682 | -578770 |
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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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