Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 68415.8848 | 2665.792 | 65750.0928 | 66079.7121 | -3499.9434 | 69579.6555 |
Total P&L (%) | 68.4159 | 2.6658 | 65.7501 | 66.0797 | -3.4999 | 69.5797 |
Avg Daily Profit (%) | 0.2627 | 0.0102 | 0.2525 | 0.195 | -0.0137 | 0.203 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -25072 | -34417 | -25700 | -44213 | -41924 | -42247 |
Profit Factor | 1.3769 | 1.0229 | 2.0064 | 1.2389 | 0.9789 | 1.6296 |
Total Trades | 95 | 47 | 48 | 95 | 47 | 48 |
Winning Trades | 71 | 32 | 39 | 71 | 32 | 39 |
Losing Trades | 24 | 15 | 9 | 24 | 15 | 9 |
Profitability (%) | 74.7368 | 68.0851 | 81.25 | 74.7368 | 68.0851 | 81.25 |
Ratio Avg Win / Avg Loss | 0.4654 | 0.4795 | 0.463 | 0.4188 | 0.4589 | 0.3761 |
Largest Winning Trade | 9157 | 8866 | 9157 | 13346 | 10879 | 13346 |
Largest Losing Trade | -23106 | -23106 | -15744 | -28357 | -28357 | -26519 |
Avg Bars in Trades | 259 | 290 | 230 | 259 | 290 | 230 |
Avg Bars in Winners | 163 | 175 | 153 | 163 | 175 | 153 |
Avg Bars in Losers | 546 | 535 | 563 | 546 | 535 | 563 |
Bars Traded | 24688 | 13640 | 11049 | 24688 | 13640 | 11049 |
Profit Streak | 2.0269 | 0 | 16.6415 | 2.0269 | 0 | 16.6415 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 260325 | -540856 | 453353 | 203509 | -579748 | 421146 |
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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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