Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 108264.3392 | 24200.391 | 84063.9482 | 166927.0344 | 43002.9789 | 123924.0555 |
Total P&L (%) | 108.2643 | 24.2004 | 84.0639 | 166.927 | 43.003 | 123.9241 |
Avg Daily Profit (%) | 0.4157 | 0.0929 | 0.3228 | 0.3777 | 0.1374 | 0.31 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -31211 | -19573 | -20423 | -48664 | -31269 | -31009 |
Profit Factor | 2.0491 | 1.5856 | 2.3586 | 1.9918 | 1.6645 | 2.1963 |
Total Trades | 85 | 43 | 42 | 85 | 43 | 42 |
Winning Trades | 57 | 31 | 26 | 57 | 31 | 26 |
Losing Trades | 28 | 12 | 16 | 28 | 12 | 16 |
Profitability (%) | 67.0588 | 72.093 | 61.9048 | 67.0588 | 72.093 | 61.9048 |
Ratio Avg Win / Avg Loss | 1.0066 | 0.6138 | 1.4515 | 0.9784 | 0.6443 | 1.3516 |
Largest Winning Trade | 17076 | 7813 | 17076 | 23193 | 11707 | 23193 |
Largest Losing Trade | -10478 | -6559 | -10478 | -18836 | -10902 | -18836 |
Avg Bars in Trades | 278 | 79 | 481 | 278 | 79 | 481 |
Avg Bars in Winners | 200 | 76 | 348 | 200 | 76 | 348 |
Avg Bars in Losers | 435 | 84 | 698 | 435 | 84 | 698 |
Bars Traded | 23633 | 3398 | 20235 | 23633 | 3398 | 20235 |
Profit Streak | 6.5049 | 6.5049 | 15.1403 | 6.5049 | 6.5049 | 15.1403 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 530409 | -70619 | 479338 | 454738 | -8913 | 464136 |
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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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