Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 52659.5418 | -6930.6086 | 59590.1503 | 14228.8139 | -9557.6993 | 23786.5132 |
Total P&L (%) | 52.6595 | -6.9306 | 59.5902 | 14.2288 | -9.5577 | 23.7865 |
Avg Daily Profit (%) | 0.2022 | -0.0266 | 0.2288 | 0.0511 | -0.0386 | 0.082 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -52150 | -51408 | -54544 | -76994 | -39438 | -77896 |
Profit Factor | 1.2086 | 0.9512 | 1.5396 | 1.0523 | 0.9305 | 1.1771 |
Total Trades | 97 | 49 | 48 | 97 | 49 | 48 |
Winning Trades | 65 | 30 | 35 | 65 | 30 | 35 |
Losing Trades | 32 | 19 | 13 | 32 | 19 | 13 |
Profitability (%) | 67.0103 | 61.2245 | 72.9167 | 67.0103 | 61.2245 | 72.9167 |
Ratio Avg Win / Avg Loss | 0.595 | 0.6024 | 0.5719 | 0.5181 | 0.5893 | 0.4372 |
Largest Winning Trade | 13611 | 13611 | 13332 | 11354 | 8622 | 11354 |
Largest Losing Trade | -44619 | -31098 | -44619 | -62287 | -25930 | -62287 |
Avg Bars in Trades | 254 | 267 | 240 | 254 | 267 | 240 |
Avg Bars in Winners | 138 | 138 | 137 | 138 | 138 | 137 |
Avg Bars in Losers | 490 | 472 | 517 | 490 | 472 | 517 |
Bars Traded | 24676 | 13122 | 11554 | 24676 | 13122 | 11554 |
Profit Streak | 2.7574 | 8.4866 | 0 | 2.7574 | 8.4866 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 155249 | -579498 | 313875 | -323547 | -579498 | -113546 |
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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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