Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 87498.543 | -4418.029 | 91916.572 | 61374.0842 | 827.8014 | 60546.2828 |
Total P&L (%) | 87.4985 | -4.418 | 91.9166 | 61.3741 | 0.8278 | 60.5463 |
Avg Daily Profit (%) | 0.168 | -0.0085 | 0.1765 | 0.0919 | 0.0016 | 0.0909 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -63596 | -29139 | -62776 | -104590 | -37233 | -99715 |
Profit Factor | 1.4267 | 0.9204 | 1.6147 | 1.1865 | 1.011 | 1.2385 |
Total Trades | 109 | 55 | 54 | 109 | 55 | 54 |
Winning Trades | 60 | 29 | 31 | 60 | 29 | 31 |
Losing Trades | 49 | 26 | 23 | 49 | 26 | 23 |
Profitability (%) | 55.0459 | 52.7273 | 57.4074 | 55.0459 | 52.7273 | 57.4074 |
Ratio Avg Win / Avg Loss | 1.1652 | 0.8252 | 1.198 | 0.969 | 0.9064 | 0.9189 |
Largest Winning Trade | 30423 | 10648 | 30423 | 39092 | 17844 | 39092 |
Largest Losing Trade | -40679 | -10815 | -40679 | -61911 | -11313 | -61911 |
Avg Bars in Trades | 221 | 14 | 433 | 221 | 14 | 433 |
Avg Bars in Winners | 213 | 16 | 398 | 213 | 16 | 398 |
Avg Bars in Losers | 231 | 11 | 479 | 231 | 11 | 479 |
Bars Traded | 24159 | 771 | 23388 | 24159 | 771 | 23388 |
Profit Streak | 5.0915 | 5.0915 | 6.0707 | 5.0915 | 5.0915 | 6.0707 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 351518 | -760055 | -169601 | -86313 | -745848 | -253113 |
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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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