Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 75146.991 | 46636.3618 | 28510.6292 | 69302.4601 | 53121.0899 | 16181.3702 |
Total P&L (%) | 75.147 | 46.6364 | 28.5106 | 69.3025 | 53.1211 | 16.1814 |
Avg Daily Profit (%) | 0.541 | 0.3357 | 0.2052 | 0.3798 | 0.3072 | 0.108 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -41538 | -25457 | -40360 | -44234 | -27379 | -43859 |
Profit Factor | 1.4421 | 1.7426 | 1.266 | 1.3792 | 1.8475 | 1.1348 |
Total Trades | 112 | 56 | 56 | 112 | 56 | 56 |
Winning Trades | 83 | 41 | 42 | 83 | 41 | 42 |
Losing Trades | 29 | 15 | 14 | 29 | 15 | 14 |
Profitability (%) | 74.1071 | 73.2143 | 75 | 74.1071 | 73.2143 | 75 |
Ratio Avg Win / Avg Loss | 0.5039 | 0.6375 | 0.422 | 0.4819 | 0.6759 | 0.3783 |
Largest Winning Trade | 11820 | 8256 | 11820 | 12912 | 12912 | 10634 |
Largest Losing Trade | -28790 | -16065 | -28790 | -38497 | -16329 | -38497 |
Avg Bars in Trades | 115 | 112 | 119 | 115 | 112 | 119 |
Avg Bars in Winners | 87 | 84 | 90 | 87 | 84 | 90 |
Avg Bars in Losers | 197 | 188 | 206 | 197 | 188 | 206 |
Bars Traded | 12975 | 6287 | 6688 | 12975 | 6287 | 6688 |
Profit Streak | 137.5453 | 137.5453 | 146.6286 | 137.5453 | 137.5453 | 146.6286 |
Trades During Streak | 4 | 2 | 6 | 4 | 2 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 472438 | -170192 | -174519 | 407331 | -169726 | -309294 |
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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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