Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 52870.9506 | 58074.0431 | -5203.0925 | 5513.6775 | 1792.763 | 3720.9145 |
Total P&L (%) | 52.871 | 58.074 | -5.2031 | 5.5137 | 1.7928 | 3.7209 |
Avg Daily Profit (%) | 0.1985 | 0.2181 | -0.0195 | 0.0202 | 0.0067 | 0.0137 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -60985 | -64954 | -45918 | -72195 | -73975 | -36525 |
Profit Factor | 1.2236 | 1.3497 | 0.9261 | 1.0219 | 1.0093 | 1.0635 |
Total Trades | 89 | 44 | 45 | 89 | 44 | 45 |
Winning Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Losing Trades | 19 | 9 | 10 | 19 | 9 | 10 |
Profitability (%) | 78.6517 | 79.5455 | 77.7778 | 78.6517 | 79.5455 | 77.7778 |
Ratio Avg Win / Avg Loss | 0.3321 | 0.3471 | 0.2646 | 0.2774 | 0.2595 | 0.3039 |
Largest Winning Trade | 21373 | 21373 | 5224 | 18101 | 18101 | 8057 |
Largest Losing Trade | -42726 | -42726 | -18552 | -69339 | -69339 | -16489 |
Avg Bars in Trades | 131 | 241 | 23 | 131 | 241 | 23 |
Avg Bars in Winners | 80 | 148 | 12 | 80 | 148 | 12 |
Avg Bars in Losers | 317 | 601 | 61 | 317 | 601 | 61 |
Bars Traded | 11667 | 10610 | 1057 | 11667 | 10610 | 1057 |
Profit Streak | 267.0378 | 267.0378 | 305.4961 | 267.0378 | 267.0378 | 305.4961 |
Trades During Streak | 5 | 2 | 11 | 5 | 2 | 11 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 311925 | 330590 | -576700 | -525598 | -558210 | -488538 |
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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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