Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 46935.723 | 31233.0391 | 15702.6838 | 31229.8483 | 26409.8928 | 4819.9554 |
Total P&L (%) | 46.9357 | 31.233 | 15.7027 | 31.2298 | 26.4099 | 4.82 |
Avg Daily Profit (%) | 0.3379 | 0.2248 | 0.113 | 0.1958 | 0.1689 | 0.0339 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -48546 | -22954 | -44664 | -51388 | -26490 | -47852 |
Profit Factor | 1.2999 | 1.6437 | 1.1454 | 1.1864 | 1.4949 | 1.0422 |
Total Trades | 114 | 57 | 57 | 114 | 57 | 57 |
Winning Trades | 81 | 41 | 40 | 81 | 41 | 40 |
Losing Trades | 33 | 16 | 17 | 33 | 16 | 17 |
Profitability (%) | 71.0526 | 71.9298 | 70.1754 | 71.0526 | 71.9298 | 70.1754 |
Ratio Avg Win / Avg Loss | 0.5296 | 0.6414 | 0.4868 | 0.4833 | 0.5834 | 0.4429 |
Largest Winning Trade | 14085 | 8256 | 14085 | 10610 | 10008 | 10610 |
Largest Losing Trade | -33595 | -12624 | -33595 | -33085 | -13927 | -33085 |
Avg Bars in Trades | 113 | 88 | 138 | 113 | 88 | 138 |
Avg Bars in Winners | 68 | 68 | 69 | 68 | 68 | 69 |
Avg Bars in Losers | 223 | 141 | 300 | 223 | 141 | 300 |
Bars Traded | 12950 | 5061 | 7889 | 12950 | 5061 | 7889 |
Profit Streak | 142.4149 | 142.7378 | 142.4149 | 142.4149 | 142.7378 | 142.4149 |
Trades During Streak | 9 | 5 | 4 | 9 | 5 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 312437 | -172413 | -291877 | -9516 | -174047 | -666991 |
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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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