Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 115048.665 | 86073.6216 | 28975.0434 | 9134.9432 | 24881.8515 | -15746.9083 |
Total P&L (%) | 115.0487 | 86.0736 | 28.975 | 9.1349 | 24.8819 | -15.7469 |
Avg Daily Profit (%) | 0.1994 | 0.1492 | 0.0502 | 0.0151 | 0.0385 | -0.0297 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -81410 | -36713 | -71117 | -78098 | -31832 | -69824 |
Profit Factor | 1.4898 | 2.1869 | 1.1784 | 1.0529 | 1.5516 | 0.8766 |
Total Trades | 118 | 59 | 59 | 118 | 59 | 59 |
Winning Trades | 99 | 50 | 49 | 99 | 50 | 49 |
Losing Trades | 19 | 9 | 10 | 19 | 9 | 10 |
Profitability (%) | 83.8983 | 84.7458 | 83.0508 | 83.8983 | 84.7458 | 83.0508 |
Ratio Avg Win / Avg Loss | 0.2859 | 0.3936 | 0.2405 | 0.2021 | 0.2793 | 0.1789 |
Largest Winning Trade | 69558 | 69558 | 20952 | 20706 | 20706 | 18135 |
Largest Losing Trade | -68475 | -23701 | -68475 | -60447 | -24753 | -60447 |
Avg Bars in Trades | 110 | 80 | 140 | 110 | 80 | 140 |
Avg Bars in Winners | 70 | 58 | 83 | 70 | 58 | 83 |
Avg Bars in Losers | 315 | 202 | 418 | 315 | 202 | 418 |
Bars Traded | 13024 | 4739 | 8285 | 13024 | 4739 | 8285 |
Profit Streak | 488.3028 | 719.5528 | 488.3028 | 488.3028 | 719.5528 | 488.3028 |
Trades During Streak | 4 | 25 | 2 | 4 | 25 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 468551 | -163674 | -326902 | -496576 | -316261 | -752702 |
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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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