Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 37040.787 | 181.9394 | 36858.8475 | 41688.6183 | 257.566 | 41431.0523 |
Total P&L (%) | 37.0408 | 0.1819 | 36.8588 | 41.6886 | 0.2576 | 41.4311 |
Avg Daily Profit (%) | 0.7112 | 0.0035 | 0.7077 | 0.6713 | 0.0049 | 0.6678 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -14229 | -4417 | -11724 | -16546 | -5049 | -13518 |
Profit Factor | 1.7982 | 1.0115 | 2.2046 | 1.7647 | 1.0141 | 2.1449 |
Total Trades | 85 | 43 | 42 | 85 | 43 | 42 |
Winning Trades | 51 | 24 | 27 | 51 | 24 | 27 |
Losing Trades | 34 | 19 | 15 | 34 | 19 | 15 |
Profitability (%) | 60 | 55.814 | 64.2857 | 60 | 55.814 | 64.2857 |
Ratio Avg Win / Avg Loss | 1.1988 | 0.8008 | 1.2248 | 1.1765 | 0.8028 | 1.1916 |
Largest Winning Trade | 8171 | 1972 | 8171 | 9925 | 2155 | 9925 |
Largest Losing Trade | -8666 | -3127 | -8666 | -9918 | -3267 | -9918 |
Avg Bars in Trades | 273 | 53 | 499 | 273 | 53 | 499 |
Avg Bars in Winners | 259 | 54 | 441 | 259 | 54 | 441 |
Avg Bars in Losers | 295 | 51 | 604 | 295 | 51 | 604 |
Bars Traded | 23280 | 2284 | 20996 | 23280 | 2284 | 20996 |
Profit Streak | 5.0009 | 5.0009 | 10.8029 | 5.0009 | 5.0009 | 10.8029 |
Trades During Streak | 2 | 1 | 6 | 2 | 1 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 458439 | -563438 | 505215 | 458713 | -558712 | 503421 |
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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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