Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 28301.6323 | -4278.7821 | 32580.4144 | 29143.5501 | -5210.1982 | 34353.7483 |
Total P&L (%) | 28.3016 | -4.2788 | 32.5804 | 29.1436 | -5.2102 | 34.3537 |
Avg Daily Profit (%) | 0.5434 | -0.0822 | 0.6256 | 0.4923 | -0.1027 | 0.5686 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -12270 | -6048 | -10503 | -15457 | -7431 | -13202 |
Profit Factor | 1.4765 | 0.803 | 1.8648 | 1.4153 | 0.7926 | 1.7624 |
Total Trades | 95 | 48 | 47 | 95 | 48 | 47 |
Winning Trades | 47 | 22 | 25 | 47 | 22 | 25 |
Losing Trades | 48 | 26 | 22 | 48 | 26 | 22 |
Profitability (%) | 49.4737 | 45.8333 | 53.1915 | 49.4737 | 45.8333 | 53.1915 |
Ratio Avg Win / Avg Loss | 1.5079 | 0.9491 | 1.641 | 1.4454 | 0.9367 | 1.5509 |
Largest Winning Trade | 8468 | 2903 | 8468 | 9746 | 3069 | 9746 |
Largest Losing Trade | -9760 | -4127 | -9760 | -11652 | -4942 | -11652 |
Avg Bars in Trades | 245 | 59 | 436 | 245 | 59 | 436 |
Avg Bars in Winners | 241 | 69 | 393 | 241 | 69 | 393 |
Avg Bars in Losers | 249 | 50 | 484 | 249 | 50 | 484 |
Bars Traded | 23339 | 2841 | 20498 | 23339 | 2841 | 20498 |
Profit Streak | 13.2368 | 13.2368 | 16.9285 | 13.2368 | 13.2368 | 16.9285 |
Trades During Streak | 2 | 1 | 3 | 2 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 310996 | -583205 | 426003 | 244489 | -583205 | 407039 |
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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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