Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 77700.9921 | 15014.6205 | 62686.3716 | 96674.3491 | -11460.3326 | 108134.6817 |
Total P&L (%) | 77.701 | 15.0146 | 62.6864 | 96.6743 | -11.4603 | 108.1347 |
Avg Daily Profit (%) | 0.8951 | 0.173 | 0.7221 | 0.7822 | -0.1401 | 0.848 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -48197 | -39186 | -20484 | -139035 | -108764 | -56827 |
Profit Factor | 1.6496 | 1.1754 | 2.8442 | 1.3252 | 0.9458 | 2.2622 |
Total Trades | 118 | 59 | 59 | 118 | 59 | 59 |
Winning Trades | 92 | 45 | 47 | 92 | 45 | 47 |
Losing Trades | 26 | 14 | 12 | 26 | 14 | 12 |
Profitability (%) | 77.9661 | 76.2712 | 79.661 | 77.9661 | 76.2712 | 79.661 |
Ratio Avg Win / Avg Loss | 0.4662 | 0.3657 | 0.7262 | 0.3745 | 0.2943 | 0.5776 |
Largest Winning Trade | 6960 | 6960 | 5790 | 17221 | 17221 | 13013 |
Largest Losing Trade | -20824 | -20824 | -12271 | -51727 | -51727 | -30445 |
Avg Bars in Trades | 208 | 219 | 198 | 208 | 219 | 198 |
Avg Bars in Winners | 120 | 117 | 123 | 120 | 117 | 123 |
Avg Bars in Losers | 522 | 545 | 494 | 522 | 545 | 494 |
Bars Traded | 24660 | 12921 | 11739 | 24660 | 12921 | 11739 |
Profit Streak | 0 | 0 | 5.9429 | 0 | 0 | 5.9429 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 556114 | -207347 | -158946 | 483761 | -755999 | -158875 |
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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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