Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 83517.7506 | 47727.7916 | 35789.959 | 114545.6867 | 58465.2351 | 56080.4515 |
Total P&L (%) | 83.5178 | 47.7278 | 35.79 | 114.5457 | 58.4652 | 56.0805 |
Avg Daily Profit (%) | 0.1819 | 0.104 | 0.078 | 0.1664 | 0.1003 | 0.097 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -21460 | -11440 | -20005 | -33627 | -16181 | -30837 |
Profit Factor | 1.9002 | 2.2428 | 1.6583 | 1.9606 | 2.1444 | 1.8229 |
Total Trades | 114 | 57 | 57 | 114 | 57 | 57 |
Winning Trades | 84 | 41 | 43 | 84 | 41 | 43 |
Losing Trades | 30 | 16 | 14 | 30 | 16 | 14 |
Profitability (%) | 73.6842 | 71.9298 | 75.4386 | 73.6842 | 71.9298 | 75.4386 |
Ratio Avg Win / Avg Loss | 0.6787 | 0.8752 | 0.5399 | 0.7002 | 0.8368 | 0.5935 |
Largest Winning Trade | 9039 | 6466 | 9039 | 17785 | 7529 | 17785 |
Largest Losing Trade | -19058 | -6920 | -19058 | -29042 | -9214 | -29042 |
Avg Bars in Trades | 91 | 87 | 95 | 91 | 87 | 95 |
Avg Bars in Winners | 53 | 46 | 60 | 53 | 46 | 60 |
Avg Bars in Losers | 196 | 190 | 203 | 196 | 190 | 203 |
Bars Traded | 10439 | 4976 | 5463 | 10439 | 4976 | 5463 |
Profit Streak | 626.0066 | 626.0066 | 658.0483 | 626.0066 | 626.0066 | 658.0483 |
Trades During Streak | 7 | 3 | 9 | 7 | 3 | 9 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 452899 | -230876 | -267186 | 452324 | -235145 | -239781 |
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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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