Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 72479.2688 | 29212.04 | 43267.2288 | 98956.2572 | 37267.2115 | 61689.0457 |
Total P&L (%) | 72.4793 | 29.212 | 43.2672 | 98.9563 | 37.2672 | 61.689 |
Avg Daily Profit (%) | 1.3917 | 0.5609 | 0.8308 | 1.3296 | 0.6101 | 0.9269 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -10567 | -15250 | -9355 | -17833 | -26194 | -16924 |
Profit Factor | 2.0997 | 1.7352 | 2.6531 | 1.872 | 1.5437 | 2.3726 |
Total Trades | 106 | 53 | 53 | 106 | 53 | 53 |
Winning Trades | 79 | 40 | 39 | 79 | 40 | 39 |
Losing Trades | 27 | 13 | 14 | 27 | 13 | 14 |
Profitability (%) | 74.5283 | 75.4717 | 73.5849 | 74.5283 | 75.4717 | 73.5849 |
Ratio Avg Win / Avg Loss | 0.7176 | 0.5639 | 0.9524 | 0.6398 | 0.5017 | 0.8517 |
Largest Winning Trade | 5087 | 5087 | 4350 | 7935 | 7935 | 6872 |
Largest Losing Trade | -10567 | -10567 | -6132 | -17833 | -17833 | -11028 |
Avg Bars in Trades | 219 | 223 | 214 | 219 | 223 | 214 |
Avg Bars in Winners | 157 | 154 | 160 | 157 | 154 | 160 |
Avg Bars in Losers | 399 | 436 | 364 | 399 | 436 | 364 |
Bars Traded | 23215 | 11862 | 11353 | 23215 | 11862 | 11353 |
Profit Streak | 0 | 5.1889 | 0 | 0 | 5.1889 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 581766 | -170061 | -165650 | 564005 | -169529 | -165008 |
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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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