Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 77143.2582 | 44008.106 | 33135.1522 | 88021.1491 | 57745.3117 | 30275.8374 |
Total P&L (%) | 77.1433 | 44.0081 | 33.1352 | 88.0211 | 57.7453 | 30.2758 |
Avg Daily Profit (%) | 0.2962 | 0.169 | 0.1272 | 0.2427 | 0.1752 | 0.1016 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -22209 | -13486 | -26265 | -28522 | -17561 | -43398 |
Profit Factor | 1.5488 | 1.4895 | 1.6539 | 1.4678 | 1.5068 | 1.4079 |
Total Trades | 101 | 50 | 51 | 101 | 50 | 51 |
Winning Trades | 58 | 31 | 27 | 58 | 31 | 27 |
Losing Trades | 43 | 19 | 24 | 43 | 19 | 24 |
Profitability (%) | 57.4257 | 62 | 52.9412 | 57.4257 | 62 | 52.9412 |
Ratio Avg Win / Avg Loss | 1.1482 | 0.9129 | 1.4701 | 1.0882 | 0.9235 | 1.2515 |
Largest Winning Trade | 12914 | 12914 | 12293 | 18760 | 18760 | 11979 |
Largest Losing Trade | -22209 | -22209 | -16915 | -28522 | -22339 | -28522 |
Avg Bars in Trades | 235 | 351 | 121 | 235 | 351 | 121 |
Avg Bars in Winners | 183 | 249 | 108 | 183 | 249 | 108 |
Avg Bars in Losers | 305 | 518 | 137 | 305 | 518 | 137 |
Bars Traded | 23804 | 17590 | 6214 | 23804 | 17590 | 6214 |
Profit Streak | 9.4064 | 15.3439 | 9.4064 | 9.4064 | 15.3439 | 9.4064 |
Trades During Streak | 2 | 3 | 1 | 2 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 395784 | -173342 | -204371 | 361508 | -172135 | -240070 |
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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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