Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 83724.2713 | 1986.1955 | 81738.0758 | 104554.7495 | 4150.845 | 100403.9046 |
Total P&L (%) | 83.7243 | 1.9862 | 81.7381 | 104.5548 | 4.1508 | 100.4039 |
Avg Daily Profit (%) | 0.3215 | 0.0076 | 0.3139 | 0.2752 | 0.0156 | 0.2673 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -28548 | -14863 | -20377 | -44759 | -22631 | -31759 |
Profit Factor | 1.6781 | 1.0443 | 2.0394 | 1.5638 | 1.0639 | 1.8335 |
Total Trades | 117 | 59 | 58 | 117 | 59 | 58 |
Winning Trades | 68 | 32 | 36 | 68 | 32 | 36 |
Losing Trades | 49 | 27 | 22 | 49 | 27 | 22 |
Profitability (%) | 58.1197 | 54.2373 | 62.069 | 58.1197 | 54.2373 | 62.069 |
Ratio Avg Win / Avg Loss | 1.2092 | 0.8811 | 1.2463 | 1.1269 | 0.8977 | 1.1205 |
Largest Winning Trade | 22650 | 4113 | 22650 | 24262 | 6215 | 24262 |
Largest Losing Trade | -20377 | -4307 | -20377 | -31759 | -5815 | -31759 |
Avg Bars in Trades | 206 | 37 | 378 | 206 | 37 | 378 |
Avg Bars in Winners | 199 | 36 | 345 | 199 | 36 | 345 |
Avg Bars in Losers | 216 | 38 | 433 | 216 | 38 | 433 |
Bars Traded | 24188 | 2210 | 21978 | 24188 | 2210 | 21978 |
Profit Streak | 0 | 0 | 5.7157 | 0 | 0 | 5.7157 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 385019 | -698855 | -167824 | 357390 | -667205 | -168619 |
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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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