Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 56524.6751 | 1062.1601 | 55462.515 | 50914.4729 | -9012.278 | 59926.7509 |
Total P&L (%) | 56.5247 | 1.0622 | 55.4625 | 50.9145 | -9.0123 | 59.9268 |
Avg Daily Profit (%) | 0.2171 | 0.0041 | 0.213 | 0.1582 | -0.0363 | 0.1805 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -47852 | -34275 | -27152 | -69779 | -43683 | -35335 |
Profit Factor | 1.3134 | 1.0093 | 1.8389 | 1.219 | 0.938 | 1.6877 |
Total Trades | 123 | 61 | 62 | 123 | 61 | 62 |
Winning Trades | 91 | 41 | 50 | 91 | 41 | 50 |
Losing Trades | 32 | 20 | 12 | 32 | 20 | 12 |
Profitability (%) | 73.9837 | 67.2131 | 80.6452 | 73.9837 | 67.2131 | 80.6452 |
Ratio Avg Win / Avg Loss | 0.4619 | 0.4923 | 0.4413 | 0.4287 | 0.4576 | 0.405 |
Largest Winning Trade | 12448 | 12448 | 10442 | 12369 | 12369 | 11668 |
Largest Losing Trade | -21585 | -21585 | -12129 | -28600 | -28600 | -13989 |
Avg Bars in Trades | 198 | 222 | 174 | 198 | 222 | 174 |
Avg Bars in Winners | 95 | 95 | 95 | 95 | 95 | 95 |
Avg Bars in Losers | 490 | 483 | 502 | 490 | 483 | 502 |
Bars Traded | 24386 | 13579 | 10807 | 24386 | 13579 | 10807 |
Profit Streak | 11.4329 | 23.4329 | 11.4329 | 11.4329 | 23.4329 | 11.4329 |
Trades During Streak | 6 | 5 | 3 | 6 | 5 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 335919 | -724406 | -142628 | 283555 | -740074 | -142900 |
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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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