Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 100170.9645 | 54645.0299 | 45525.9345 | 134361.8263 | 97639.2236 | 36722.6027 |
Total P&L (%) | 100.171 | 54.645 | 45.5259 | 134.3618 | 97.6392 | 36.7226 |
Avg Daily Profit (%) | 0.3847 | 0.2098 | 0.1748 | 0.3276 | 0.2619 | 0.1202 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -29601 | -14258 | -24767 | -47494 | -22573 | -55921 |
Profit Factor | 1.8312 | 2.7816 | 1.5068 | 1.5652 | 2.7455 | 1.202 |
Total Trades | 75 | 38 | 37 | 75 | 38 | 37 |
Winning Trades | 37 | 18 | 19 | 37 | 18 | 19 |
Losing Trades | 38 | 20 | 18 | 38 | 20 | 18 |
Profitability (%) | 49.3333 | 47.3684 | 51.3514 | 49.3333 | 47.3684 | 51.3514 |
Ratio Avg Win / Avg Loss | 1.8807 | 3.0906 | 1.4275 | 1.6075 | 3.0506 | 1.1387 |
Largest Winning Trade | 18946 | 18946 | 17958 | 38998 | 38998 | 27928 |
Largest Losing Trade | -10623 | -5592 | -10623 | -27465 | -8761 | -27465 |
Avg Bars in Trades | 314 | 58 | 576 | 314 | 58 | 576 |
Avg Bars in Winners | 510 | 73 | 923 | 510 | 73 | 923 |
Avg Bars in Losers | 123 | 45 | 209 | 123 | 45 | 209 |
Bars Traded | 23559 | 2239 | 21320 | 23559 | 2239 | 21320 |
Profit Streak | 2.8855 | 20.7189 | 0 | 2.8855 | 20.7189 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -51514 | 383094 | 209067 | -52661 | 433478 | -36809 |
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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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