Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 78623.994 | 3780.8232 | 74843.1707 | 67662.4871 | 5472.0117 | 62190.4754 |
Total P&L (%) | 78.624 | 3.7808 | 74.8432 | 67.6625 | 5.472 | 62.1905 |
Avg Daily Profit (%) | 0.3019 | 0.0145 | 0.2874 | 0.1986 | 0.0205 | 0.1859 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -66241 | -51277 | -50394 | -72790 | -57327 | -55904 |
Profit Factor | 1.356 | 1.0421 | 1.5706 | 1.2709 | 1.0559 | 1.4095 |
Total Trades | 101 | 51 | 50 | 101 | 51 | 50 |
Winning Trades | 61 | 28 | 33 | 61 | 28 | 33 |
Losing Trades | 40 | 23 | 17 | 40 | 23 | 17 |
Profitability (%) | 60.396 | 54.902 | 66 | 60.396 | 54.902 | 66 |
Ratio Avg Win / Avg Loss | 0.8892 | 0.856 | 0.8091 | 0.8334 | 0.8673 | 0.7261 |
Largest Winning Trade | 19245 | 11081 | 19245 | 16504 | 10846 | 16504 |
Largest Losing Trade | -28822 | -12560 | -28822 | -31236 | -14559 | -31236 |
Avg Bars in Trades | 236 | 105 | 369 | 236 | 105 | 369 |
Avg Bars in Winners | 200 | 95 | 289 | 200 | 95 | 289 |
Avg Bars in Losers | 290 | 117 | 523 | 290 | 117 | 523 |
Bars Traded | 23852 | 5386 | 18466 | 23852 | 5386 | 18466 |
Profit Streak | 11.6571 | 11.6571 | 12.6779 | 11.6571 | 11.6571 | 12.6779 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 325603 | -694787 | -169855 | 269508 | -671737 | -172228 |
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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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