Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 30135.8147 | 1981.2599 | 28154.5548 | 29576.453 | -2255.6362 | 31832.0892 |
Total P&L (%) | 30.1358 | 1.9813 | 28.1546 | 29.5765 | -2.2556 | 31.8321 |
Avg Daily Profit (%) | 0.3471 | 0.0228 | 0.3243 | 0.2989 | -0.0263 | 0.3189 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -31634 | -21269 | -14432 | -41054 | -27959 | -18813 |
Profit Factor | 1.3817 | 1.0416 | 1.8985 | 1.3002 | 0.9625 | 1.8297 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 50 | 21 | 29 | 50 | 21 | 29 |
Losing Trades | 34 | 21 | 13 | 34 | 21 | 13 |
Profitability (%) | 59.5238 | 50 | 69.0476 | 59.5238 | 50 | 69.0476 |
Ratio Avg Win / Avg Loss | 0.9395 | 1.0416 | 0.851 | 0.8842 | 0.9625 | 0.8202 |
Largest Winning Trade | 8600 | 8600 | 6347 | 9646 | 9646 | 6694 |
Largest Losing Trade | -11203 | -11203 | -8335 | -14230 | -14230 | -9307 |
Avg Bars in Trades | 293 | 326 | 260 | 293 | 326 | 260 |
Avg Bars in Winners | 211 | 230 | 198 | 211 | 230 | 198 |
Avg Bars in Losers | 414 | 422 | 400 | 414 | 422 | 400 |
Bars Traded | 24666 | 13711 | 10955 | 24666 | 13711 | 10955 |
Profit Streak | 3.0872 | 3.0872 | 6.8511 | 3.0872 | 3.0872 | 6.8511 |
Trades During Streak | 5 | 2 | 6 | 5 | 2 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 155415 | -505421 | 306321 | 120866 | -583287 | 311627 |
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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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