Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 30484.38 | -1173.9935 | 31658.3735 | 30842.0368 | -6533.6133 | 37375.65 |
Total P&L (%) | 30.4844 | -1.174 | 31.6584 | 30.842 | -6.5336 | 37.3757 |
Avg Daily Profit (%) | 0.5853 | -0.0225 | 0.6079 | 0.5175 | -0.1297 | 0.6116 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -14348 | -19771 | -4410 | -18706 | -27746 | -5499 |
Profit Factor | 1.3801 | 0.9785 | 2.2402 | 1.3025 | 0.9068 | 2.1747 |
Total Trades | 118 | 59 | 59 | 118 | 59 | 59 |
Winning Trades | 75 | 40 | 35 | 75 | 40 | 35 |
Losing Trades | 43 | 19 | 24 | 43 | 19 | 24 |
Profitability (%) | 63.5593 | 67.7966 | 59.322 | 63.5593 | 67.7966 | 59.322 |
Ratio Avg Win / Avg Loss | 0.7913 | 0.4648 | 1.5361 | 0.7468 | 0.4308 | 1.4912 |
Largest Winning Trade | 8673 | 8673 | 5437 | 9846 | 9846 | 7087 |
Largest Losing Trade | -10595 | -10595 | -3527 | -13381 | -13381 | -4061 |
Avg Bars in Trades | 201 | 212 | 191 | 201 | 212 | 191 |
Avg Bars in Winners | 140 | 139 | 140 | 140 | 139 | 140 |
Avg Bars in Losers | 309 | 364 | 265 | 309 | 364 | 265 |
Bars Traded | 23811 | 12524 | 11287 | 23811 | 12524 | 11287 |
Profit Streak | 9.8215 | 10.9777 | 9.8215 | 9.8215 | 10.9777 | 9.8215 |
Trades During Streak | 4 | 3 | 2 | 4 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 300662 | -755680 | -163738 | 263859 | -755680 | -164435 |
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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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