Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 73738.4881 | 147.7461 | 73590.742 | 89552.9513 | 3386.8931 | 86166.0582 |
Total P&L (%) | 73.7385 | 0.1477 | 73.5907 | 89.553 | 3.3869 | 86.1661 |
Avg Daily Profit (%) | 0.2832 | 0.0006 | 0.2826 | 0.2459 | 0.0128 | 0.2389 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -27627 | -11401 | -26000 | -61544 | -21441 | -59533 |
Profit Factor | 1.7278 | 1.0045 | 2.0691 | 1.4896 | 1.0671 | 1.6506 |
Total Trades | 97 | 49 | 48 | 97 | 49 | 48 |
Winning Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Losing Trades | 36 | 18 | 18 | 36 | 18 | 18 |
Profitability (%) | 62.8866 | 63.2653 | 62.5 | 62.8866 | 63.2653 | 62.5 |
Ratio Avg Win / Avg Loss | 1.0197 | 0.5833 | 1.2414 | 0.8791 | 0.6196 | 0.9904 |
Largest Winning Trade | 18504 | 4035 | 18504 | 22129 | 7563 | 22129 |
Largest Losing Trade | -15559 | -6384 | -15559 | -32868 | -12389 | -32868 |
Avg Bars in Trades | 245 | 13 | 482 | 245 | 13 | 482 |
Avg Bars in Winners | 236 | 10 | 469 | 236 | 10 | 469 |
Avg Bars in Losers | 261 | 18 | 504 | 261 | 18 | 504 |
Bars Traded | 23816 | 652 | 23164 | 23816 | 652 | 23164 |
Profit Streak | 0 | 0 | 42.3696 | 0 | 0 | 42.3696 |
Trades During Streak | 0 | 0 | 5 | 0 | 0 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 397040 | -574043 | 468122 | 292409 | -489198 | 365618 |
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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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