Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 44458.7724 | -5943.9478 | 50402.7202 | 37059.2449 | -10154.4425 | 47213.6874 |
Total P&L (%) | 44.4588 | -5.9439 | 50.4027 | 37.0592 | -10.1544 | 47.2137 |
Avg Daily Profit (%) | 0.1707 | -0.0228 | 0.1935 | 0.1211 | -0.0411 | 0.1486 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -45917 | -43894 | -19971 | -43707 | -46718 | -19666 |
Profit Factor | 1.2916 | 0.9363 | 1.8529 | 1.2457 | 0.8908 | 1.8166 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 57 | 26 | 31 | 57 | 26 | 31 |
Losing Trades | 29 | 17 | 12 | 29 | 17 | 12 |
Profitability (%) | 66.2791 | 60.4651 | 72.093 | 66.2791 | 60.4651 | 72.093 |
Ratio Avg Win / Avg Loss | 0.6571 | 0.6122 | 0.7172 | 0.6338 | 0.5825 | 0.7032 |
Largest Winning Trade | 11050 | 8903 | 11050 | 12557 | 9109 | 12557 |
Largest Losing Trade | -17762 | -17762 | -10149 | -18987 | -18987 | -8763 |
Avg Bars in Trades | 282 | 305 | 259 | 282 | 305 | 259 |
Avg Bars in Winners | 174 | 207 | 146 | 174 | 207 | 146 |
Avg Bars in Losers | 495 | 454 | 552 | 495 | 454 | 552 |
Bars Traded | 24318 | 13139 | 11179 | 24318 | 13139 | 11179 |
Profit Streak | 11.2384 | 21.4989 | 11.2384 | 11.2384 | 21.4989 | 11.2384 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 224096 | -579715 | 329544 | -33390 | -579715 | 236880 |
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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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