Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 50878.6008 | 3081.9478 | 47796.653 | 40232.0789 | -6245.0217 | 46477.1006 |
Total P&L (%) | 50.8786 | 3.0819 | 47.7967 | 40.2321 | -6.245 | 46.4771 |
Avg Daily Profit (%) | 0.1954 | 0.0118 | 0.1835 | 0.1299 | -0.0248 | 0.1467 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -43559 | -30050 | -29484 | -77855 | -44952 | -47839 |
Profit Factor | 1.289 | 1.031 | 1.6239 | 1.1553 | 0.9564 | 1.4016 |
Total Trades | 89 | 44 | 45 | 89 | 44 | 45 |
Winning Trades | 60 | 26 | 34 | 60 | 26 | 34 |
Losing Trades | 29 | 18 | 11 | 29 | 18 | 11 |
Profitability (%) | 67.4157 | 59.0909 | 75.5556 | 67.4157 | 59.0909 | 75.5556 |
Ratio Avg Win / Avg Loss | 0.623 | 0.7138 | 0.5254 | 0.5584 | 0.6622 | 0.4535 |
Largest Winning Trade | 11830 | 11830 | 10579 | 16200 | 16200 | 13172 |
Largest Losing Trade | -18746 | -18746 | -16799 | -26663 | -25811 | -26663 |
Avg Bars in Trades | 270 | 300 | 240 | 270 | 300 | 240 |
Avg Bars in Winners | 141 | 117 | 158 | 141 | 117 | 158 |
Avg Bars in Losers | 537 | 565 | 492 | 537 | 565 | 492 |
Bars Traded | 24068 | 13243 | 10826 | 24068 | 13243 | 10826 |
Profit Streak | 12.8739 | 19.676 | 12.8739 | 12.8739 | 19.676 | 12.8739 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 256164 | -530499 | 318295 | -70707 | -580379 | 98999 |
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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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