Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 72466.9796 | 4451.3502 | 68015.6294 | 79272.7625 | -85.2845 | 79358.0469 |
Total P&L (%) | 72.467 | 4.4514 | 68.0156 | 79.2728 | -0.0853 | 79.358 |
Avg Daily Profit (%) | 0.2783 | 0.0171 | 0.2612 | 0.2244 | -0.0003 | 0.2246 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -35907 | -25455 | -17869 | -50274 | -36101 | -22148 |
Profit Factor | 1.4375 | 1.0424 | 2.1193 | 1.372 | 0.9994 | 1.9778 |
Total Trades | 97 | 49 | 48 | 97 | 49 | 48 |
Winning Trades | 63 | 30 | 33 | 63 | 30 | 33 |
Losing Trades | 34 | 19 | 15 | 34 | 19 | 15 |
Profitability (%) | 64.9485 | 61.2245 | 68.75 | 64.9485 | 61.2245 | 68.75 |
Ratio Avg Win / Avg Loss | 0.7758 | 0.6602 | 0.9633 | 0.7404 | 0.6329 | 0.899 |
Largest Winning Trade | 12232 | 12232 | 10592 | 13111 | 11929 | 13111 |
Largest Losing Trade | -15667 | -15667 | -11101 | -15894 | -15894 | -13223 |
Avg Bars in Trades | 250 | 283 | 217 | 250 | 283 | 217 |
Avg Bars in Winners | 134 | 142 | 127 | 134 | 142 | 127 |
Avg Bars in Losers | 466 | 506 | 415 | 466 | 506 | 415 |
Bars Traded | 24337 | 13902 | 10435 | 24337 | 13902 | 10435 |
Profit Streak | 5.099 | 5.099 | 18.3177 | 5.099 | 5.099 | 18.3177 |
Trades During Streak | 2 | 1 | 3 | 2 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 353137 | -510425 | 427047 | 322150 | -579907 | 410719 |
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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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