Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 37637.7645 | -13877.8235 | 51515.5881 | -7590.3555 | -20618.9054 | 13028.5499 |
Total P&L (%) | 37.6378 | -13.8778 | 51.5156 | -7.5904 | -20.6189 | 13.0286 |
Avg Daily Profit (%) | 0.1445 | -0.0533 | 0.1978 | -0.0303 | -0.0886 | 0.047 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -87520 | -84148 | -55993 | -65913 | -62683 | -65468 |
Profit Factor | 1.142 | 0.9103 | 1.4674 | 0.968 | 0.839 | 1.1191 |
Total Trades | 96 | 48 | 48 | 96 | 48 | 48 |
Winning Trades | 68 | 32 | 36 | 68 | 32 | 36 |
Losing Trades | 28 | 16 | 12 | 28 | 16 | 12 |
Profitability (%) | 70.8333 | 66.6667 | 75 | 70.8333 | 66.6667 | 75 |
Ratio Avg Win / Avg Loss | 0.4703 | 0.4552 | 0.4891 | 0.3986 | 0.4195 | 0.373 |
Largest Winning Trade | 15769 | 12207 | 15769 | 11032 | 7578 | 11032 |
Largest Losing Trade | -44671 | -39566 | -44671 | -50925 | -27663 | -50925 |
Avg Bars in Trades | 253 | 271 | 234 | 253 | 271 | 234 |
Avg Bars in Winners | 134 | 134 | 135 | 134 | 134 | 135 |
Avg Bars in Losers | 540 | 546 | 532 | 540 | 546 | 532 |
Bars Traded | 24310 | 13051 | 11259 | 24310 | 13051 | 11259 |
Profit Streak | 11.0009 | 23.1467 | 11.0009 | 11.0009 | 23.1467 | 11.0009 |
Trades During Streak | 2 | 3 | 1 | 2 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -65553 | -578458 | 301877 | -577845 | -578458 | -290244 |
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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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