Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 55101.7765 | 3325.677 | 51776.0995 | 34676.6874 | -8817.1933 | 43493.8807 |
Total P&L (%) | 55.1018 | 3.3257 | 51.7761 | 34.6767 | -8.8172 | 43.4939 |
Avg Daily Profit (%) | 0.2116 | 0.0128 | 0.1988 | 0.1144 | -0.0354 | 0.1388 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -64705 | -39232 | -44476 | -90062 | -48584 | -61292 |
Profit Factor | 1.2439 | 1.0266 | 1.5137 | 1.1318 | 0.9391 | 1.3675 |
Total Trades | 118 | 59 | 59 | 118 | 59 | 59 |
Winning Trades | 85 | 40 | 45 | 85 | 40 | 45 |
Losing Trades | 33 | 19 | 14 | 33 | 19 | 14 |
Profitability (%) | 72.0339 | 67.7966 | 76.2712 | 72.0339 | 67.7966 | 76.2712 |
Ratio Avg Win / Avg Loss | 0.4829 | 0.4876 | 0.4709 | 0.4394 | 0.4461 | 0.4254 |
Largest Winning Trade | 14232 | 12119 | 14232 | 16216 | 12316 | 16216 |
Largest Losing Trade | -27747 | -23233 | -27747 | -33454 | -23846 | -33454 |
Avg Bars in Trades | 208 | 228 | 188 | 208 | 228 | 188 |
Avg Bars in Winners | 125 | 124 | 126 | 125 | 124 | 126 |
Avg Bars in Losers | 423 | 448 | 388 | 423 | 448 | 388 |
Bars Traded | 24641 | 13505 | 11136 | 24641 | 13505 | 11136 |
Profit Streak | 6.1054 | 13.1159 | 6.1054 | 6.1054 | 13.1159 | 6.1054 |
Trades During Streak | 6 | 4 | 3 | 6 | 4 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 308118 | -708719 | -166966 | -116440 | -754980 | -183954 |
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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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