Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 42388.1842 | -7980.2221 | 50368.4063 | 34940.8307 | -14246.012 | 49186.8427 |
Total P&L (%) | 42.3882 | -7.9802 | 50.3684 | 34.9408 | -14.246 | 49.1868 |
Avg Daily Profit (%) | 0.1628 | -0.0306 | 0.1934 | 0.1151 | -0.059 | 0.1537 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -20402 | -20402 | -12787 | -18947 | -19444 | -12110 |
Profit Factor | 1.256 | 0.9224 | 1.8023 | 1.197 | 0.8678 | 1.7074 |
Total Trades | 93 | 47 | 46 | 93 | 47 | 46 |
Winning Trades | 65 | 30 | 35 | 65 | 30 | 35 |
Losing Trades | 28 | 17 | 11 | 28 | 17 | 11 |
Profitability (%) | 69.8925 | 63.8298 | 76.087 | 69.8925 | 63.8298 | 76.087 |
Ratio Avg Win / Avg Loss | 0.541 | 0.5227 | 0.5664 | 0.5157 | 0.4918 | 0.5366 |
Largest Winning Trade | 8621 | 8621 | 7811 | 8100 | 7321 | 8100 |
Largest Losing Trade | -20402 | -20402 | -10876 | -18947 | -18947 | -11431 |
Avg Bars in Trades | 258 | 282 | 234 | 258 | 282 | 234 |
Avg Bars in Winners | 152 | 149 | 154 | 152 | 149 | 154 |
Avg Bars in Losers | 506 | 517 | 489 | 506 | 517 | 489 |
Bars Traded | 24086 | 13277 | 10809 | 24086 | 13277 | 10809 |
Profit Streak | 0 | 0 | 20.4492 | 0 | 0 | 20.4492 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 185398 | -580299 | 342375 | -45696 | -580299 | 320088 |
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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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