Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 99752.759 | 54382.6235 | 45370.1354 | 95143.7964 | 45202.7693 | 49941.0271 |
Total P&L (%) | 99.7528 | 54.3826 | 45.3701 | 95.1438 | 45.2028 | 49.941 |
Avg Daily Profit (%) | 0.383 | 0.2088 | 0.1742 | 0.2571 | 0.1433 | 0.1557 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -28173 | -22351 | -16346 | -41982 | -39991 | -24748 |
Profit Factor | 1.8076 | 1.6847 | 2.0292 | 1.5151 | 1.3749 | 1.7786 |
Total Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Winning Trades | 27 | 9 | 18 | 27 | 9 | 18 |
Losing Trades | 34 | 21 | 13 | 34 | 21 | 13 |
Profitability (%) | 44.2623 | 30 | 58.0645 | 44.2623 | 30 | 58.0645 |
Ratio Avg Win / Avg Loss | 2.2763 | 3.9309 | 1.4655 | 1.9079 | 3.2081 | 1.2845 |
Largest Winning Trade | 85035 | 85035 | 19263 | 97818 | 97818 | 19305 |
Largest Losing Trade | -8856 | -7928 | -8856 | -12913 | -12913 | -9912 |
Avg Bars in Trades | 397 | 321 | 471 | 397 | 321 | 471 |
Avg Bars in Winners | 637 | 589 | 661 | 637 | 589 | 661 |
Avg Bars in Losers | 206 | 205 | 208 | 206 | 205 | 208 |
Bars Traded | 24246 | 9634 | 14612 | 24246 | 9634 | 14612 |
Profit Streak | 10.4302 | 0 | 12.5136 | 10.4302 | 0 | 12.5136 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -156358 | 22545 | 310563 | -158355 | -11043 | 302072 |
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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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