Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 60324.0055 | 31960.9486 | 28363.0569 | 14088.1984 | 24865.8061 | -10777.6077 |
Total P&L (%) | 60.324 | 31.9609 | 28.3631 | 14.0882 | 24.8658 | -10.7776 |
Avg Daily Profit (%) | 0.2316 | 0.1227 | 0.1089 | 0.0506 | 0.0853 | -0.0438 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -59309 | -29542 | -59309 | -94868 | -32139 | -98524 |
Profit Factor | 1.3073 | 1.4251 | 1.2342 | 1.0582 | 1.3073 | 0.9331 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 64 | 28 | 36 | 64 | 28 | 36 |
Losing Trades | 22 | 15 | 7 | 22 | 15 | 7 |
Profitability (%) | 74.4186 | 65.1163 | 83.7209 | 74.4186 | 65.1163 | 83.7209 |
Ratio Avg Win / Avg Loss | 0.4494 | 0.7634 | 0.24 | 0.3638 | 0.7004 | 0.1814 |
Largest Winning Trade | 11990 | 11847 | 11990 | 13418 | 11854 | 13418 |
Largest Losing Trade | -59309 | -12098 | -59309 | -94868 | -12774 | -94868 |
Avg Bars in Trades | 282 | 301 | 264 | 282 | 301 | 264 |
Avg Bars in Winners | 183 | 181 | 184 | 183 | 181 | 184 |
Avg Bars in Losers | 572 | 525 | 673 | 572 | 525 | 673 |
Bars Traded | 24312 | 12954 | 11358 | 24312 | 12954 | 11358 |
Profit Streak | 11.6657 | 23.8845 | 11.6657 | 11.6657 | 23.8845 | 11.6657 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 326675 | -31277 | -49295 | -318682 | -82596 | -577242 |
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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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