Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 51320.3489 | -9722.6342 | 61042.9831 | 31801.2729 | -27810.3105 | 59611.5833 |
Total P&L (%) | 51.3203 | -9.7226 | 61.043 | 31.8013 | -27.8103 | 59.6116 |
Avg Daily Profit (%) | 0.1971 | -0.0373 | 0.2344 | 0.1061 | -0.1251 | 0.1797 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -48815 | -24829 | -39835 | -118069 | -51331 | -101201 |
Profit Factor | 1.2567 | 0.8718 | 1.4919 | 1.0839 | 0.7936 | 1.244 |
Total Trades | 98 | 49 | 49 | 98 | 49 | 49 |
Winning Trades | 68 | 33 | 35 | 68 | 33 | 35 |
Losing Trades | 30 | 16 | 14 | 30 | 16 | 14 |
Profitability (%) | 69.3878 | 67.3469 | 71.4286 | 69.3878 | 67.3469 | 71.4286 |
Ratio Avg Win / Avg Loss | 0.5544 | 0.4227 | 0.5968 | 0.4782 | 0.3848 | 0.4976 |
Largest Winning Trade | 10933 | 9994 | 10933 | 20121 | 14760 | 20121 |
Largest Losing Trade | -28773 | -12554 | -28773 | -56559 | -27441 | -56559 |
Avg Bars in Trades | 252 | 46 | 458 | 252 | 46 | 458 |
Avg Bars in Winners | 154 | 23 | 277 | 154 | 23 | 277 |
Avg Bars in Losers | 474 | 93 | 909 | 474 | 93 | 909 |
Bars Traded | 24724 | 2274 | 22450 | 24724 | 2274 | 22450 |
Profit Streak | 4.1634 | 4.1634 | 6.0801 | 4.1634 | 4.1634 | 6.0801 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 235933 | -579896 | 326976 | -182168 | -579896 | 252167 |
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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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