Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 59139.2496 | -5425.2731 | 64564.5227 | 37534.3207 | -32615.5504 | 70149.871 |
Total P&L (%) | 59.1393 | -5.4253 | 64.5645 | 37.5343 | -32.6156 | 70.1499 |
Avg Daily Profit (%) | 0.2271 | -0.0208 | 0.2479 | 0.1225 | -0.1515 | 0.2043 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -75886 | -50788 | -37269 | -145340 | -96733 | -66371 |
Profit Factor | 1.2463 | 0.9632 | 1.6955 | 1.1051 | 0.8505 | 1.5045 |
Total Trades | 98 | 49 | 49 | 98 | 49 | 49 |
Winning Trades | 67 | 30 | 37 | 67 | 30 | 37 |
Losing Trades | 31 | 19 | 12 | 31 | 19 | 12 |
Profitability (%) | 68.3673 | 61.2245 | 75.5102 | 68.3673 | 61.2245 | 75.5102 |
Ratio Avg Win / Avg Loss | 0.5767 | 0.61 | 0.5499 | 0.5113 | 0.5387 | 0.4879 |
Largest Winning Trade | 16440 | 11949 | 16440 | 25004 | 16234 | 25004 |
Largest Losing Trade | -24955 | -24955 | -19106 | -55647 | -55647 | -28052 |
Avg Bars in Trades | 244 | 266 | 222 | 244 | 266 | 222 |
Avg Bars in Winners | 138 | 124 | 149 | 138 | 124 | 149 |
Avg Bars in Losers | 474 | 491 | 447 | 474 | 491 | 447 |
Bars Traded | 23990 | 13070 | 10920 | 23990 | 13070 | 10920 |
Profit Streak | 6.9639 | 6.9639 | 14.4743 | 6.9639 | 6.9639 | 14.4743 |
Trades During Streak | 4 | 2 | 3 | 4 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 301105 | -579467 | 417726 | -135445 | -579467 | 389702 |
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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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