Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 109876.9618 | 19159.1843 | 90717.7775 | 154565.117 | 41163.519 | 113401.598 |
Total P&L (%) | 109.877 | 19.1592 | 90.7178 | 154.5651 | 41.1635 | 113.4016 |
Avg Daily Profit (%) | 0.4219 | 0.0736 | 0.3484 | 0.3594 | 0.1325 | 0.2915 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -30637 | -28745 | -21014 | -58921 | -30339 | -42914 |
Profit Factor | 1.6969 | 1.1836 | 2.7007 | 1.6337 | 1.2805 | 2.1671 |
Total Trades | 107 | 54 | 53 | 107 | 54 | 53 |
Winning Trades | 79 | 38 | 41 | 79 | 38 | 41 |
Losing Trades | 28 | 16 | 12 | 28 | 16 | 12 |
Profitability (%) | 73.8318 | 70.3704 | 77.3585 | 73.8318 | 70.3704 | 77.3585 |
Ratio Avg Win / Avg Loss | 0.6014 | 0.4984 | 0.7904 | 0.579 | 0.5392 | 0.6343 |
Largest Winning Trade | 10728 | 8622 | 10728 | 14097 | 14097 | 13930 |
Largest Losing Trade | -25423 | -25423 | -15647 | -30339 | -30339 | -22905 |
Avg Bars in Trades | 229 | 253 | 205 | 229 | 253 | 205 |
Avg Bars in Winners | 152 | 151 | 152 | 152 | 151 | 152 |
Avg Bars in Losers | 448 | 496 | 384 | 448 | 496 | 384 |
Bars Traded | 24562 | 13695 | 10867 | 24562 | 13695 | 10867 |
Profit Streak | 2.579 | 2.579 | 17.2456 | 2.579 | 2.579 | 17.2456 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 401297 | -302699 | -165573 | 377684 | -200354 | -167088 |
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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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