Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 56216.5229 | 28193.8433 | 28022.6797 | 23845.649 | 35772.5015 | -11926.8524 |
Total P&L (%) | 56.2165 | 28.1938 | 28.0227 | 23.8456 | 35.7725 | -11.9269 |
Avg Daily Profit (%) | 0.2159 | 0.1083 | 0.1076 | 0.0822 | 0.1175 | -0.0488 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -52813 | -11689 | -52980 | -116590 | -14468 | -114534 |
Profit Factor | 1.306 | 1.7452 | 1.1921 | 1.0756 | 1.6341 | 0.9539 |
Total Trades | 117 | 59 | 58 | 117 | 59 | 58 |
Winning Trades | 85 | 41 | 44 | 85 | 41 | 44 |
Losing Trades | 32 | 18 | 14 | 32 | 18 | 14 |
Profitability (%) | 72.6496 | 69.4915 | 75.8621 | 72.6496 | 69.4915 | 75.8621 |
Ratio Avg Win / Avg Loss | 0.4917 | 0.7662 | 0.3793 | 0.4049 | 0.7174 | 0.3035 |
Largest Winning Trade | 11934 | 9245 | 11934 | 14728 | 11693 | 14728 |
Largest Losing Trade | -47604 | -9940 | -47604 | -103431 | -12337 | -103431 |
Avg Bars in Trades | 204 | 37 | 374 | 204 | 37 | 374 |
Avg Bars in Winners | 136 | 27 | 237 | 136 | 27 | 237 |
Avg Bars in Losers | 385 | 60 | 802 | 385 | 60 | 802 |
Bars Traded | 23911 | 2210 | 21701 | 23911 | 2210 | 21701 |
Profit Streak | 4.5595 | 4.5595 | 7.9449 | 4.5595 | 4.5595 | 7.9449 |
Trades During Streak | 4 | 2 | 5 | 4 | 2 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 312154 | -225978 | -239953 | -223203 | -213204 | -757224 |
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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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