Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 31311.5432 | -2834.5587 | 34146.1019 | 29270.701 | -9688.7777 | 38959.4787 |
Total P&L (%) | 31.3115 | -2.8346 | 34.1461 | 29.2707 | -9.6888 | 38.9595 |
Avg Daily Profit (%) | 0.3607 | -0.0327 | 0.3933 | 0.2962 | -0.1173 | 0.3797 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -18701 | -17927 | -9193 | -25755 | -24448 | -11568 |
Profit Factor | 1.2822 | 0.9567 | 1.7503 | 1.2064 | 0.8861 | 1.686 |
Total Trades | 98 | 49 | 49 | 98 | 49 | 49 |
Winning Trades | 62 | 29 | 33 | 62 | 29 | 33 |
Losing Trades | 36 | 20 | 16 | 36 | 20 | 16 |
Profitability (%) | 63.2653 | 59.1837 | 67.3469 | 63.2653 | 59.1837 | 67.3469 |
Ratio Avg Win / Avg Loss | 0.7445 | 0.6598 | 0.8486 | 0.7005 | 0.6111 | 0.8174 |
Largest Winning Trade | 7790 | 6402 | 7790 | 10201 | 7878 | 10201 |
Largest Losing Trade | -10189 | -10189 | -9193 | -14666 | -14666 | -11568 |
Avg Bars in Trades | 246 | 247 | 245 | 246 | 247 | 245 |
Avg Bars in Winners | 156 | 165 | 148 | 156 | 165 | 148 |
Avg Bars in Losers | 401 | 366 | 444 | 401 | 366 | 444 |
Bars Traded | 24130 | 12120 | 12010 | 24130 | 12120 | 12010 |
Profit Streak | 0 | 0 | 9.0686 | 0 | 0 | 9.0686 |
Trades During Streak | 0 | 0 | 6 | 0 | 0 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 156314 | -581437 | 329271 | 113266 | -581437 | 336011 |
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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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