Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 94214.9944 | 5812.1557 | 88402.8388 | 56231.5631 | -12197.7167 | 68429.2798 |
Total P&L (%) | 94.215 | 5.8122 | 88.4028 | 56.2316 | -12.1977 | 68.4293 |
Avg Daily Profit (%) | 0.1809 | 0.0112 | 0.1697 | 0.0857 | -0.025 | 0.1001 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -52083 | -70523 | -34574 | -81194 | -90663 | -54398 |
Profit Factor | 1.3614 | 1.038 | 1.8197 | 1.173 | 0.9323 | 1.4725 |
Total Trades | 75 | 37 | 38 | 75 | 37 | 38 |
Winning Trades | 48 | 23 | 25 | 48 | 23 | 25 |
Losing Trades | 27 | 14 | 13 | 27 | 14 | 13 |
Profitability (%) | 64 | 62.1622 | 65.7895 | 64 | 62.1622 | 65.7895 |
Ratio Avg Win / Avg Loss | 0.7658 | 0.6318 | 0.9462 | 0.6598 | 0.5675 | 0.7657 |
Largest Winning Trade | 15963 | 13655 | 15963 | 21069 | 17139 | 21069 |
Largest Losing Trade | -37214 | -37214 | -34574 | -54529 | -54529 | -54398 |
Avg Bars in Trades | 325 | 348 | 302 | 325 | 348 | 302 |
Avg Bars in Winners | 224 | 249 | 201 | 224 | 249 | 201 |
Avg Bars in Losers | 505 | 512 | 498 | 505 | 512 | 498 |
Bars Traded | 24415 | 12909 | 11506 | 24415 | 12909 | 11506 |
Profit Streak | 24.9318 | 36.9526 | 24.9318 | 24.9318 | 36.9526 | 24.9318 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -51999 | -522063 | 379907 | -169607 | -578775 | -57391 |
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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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