Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 49979.5256 | -97.7966 | 50077.3223 | 52163.0395 | -3520.2772 | 55683.3167 |
Total P&L (%) | 49.9795 | -0.0978 | 50.0773 | 52.163 | -3.5203 | 55.6833 |
Avg Daily Profit (%) | 0.5757 | -0.0011 | 0.5769 | 0.4847 | -0.0413 | 0.5112 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -24038 | -24059 | -13650 | -26332 | -27742 | -14504 |
Profit Factor | 1.4927 | 0.9982 | 2.0599 | 1.4742 | 0.9404 | 2.0943 |
Total Trades | 127 | 63 | 64 | 127 | 63 | 64 |
Winning Trades | 67 | 29 | 38 | 67 | 29 | 38 |
Losing Trades | 60 | 34 | 26 | 60 | 34 | 26 |
Profitability (%) | 52.7559 | 46.0317 | 59.375 | 52.7559 | 46.0317 | 59.375 |
Ratio Avg Win / Avg Loss | 1.3368 | 1.1703 | 1.4094 | 1.3202 | 1.1026 | 1.4329 |
Largest Winning Trade | 29891 | 8739 | 29891 | 35016 | 8315 | 35016 |
Largest Losing Trade | -8444 | -8444 | -7653 | -9005 | -9005 | -7834 |
Avg Bars in Trades | 193 | 193 | 193 | 193 | 193 | 193 |
Avg Bars in Winners | 168 | 172 | 166 | 168 | 172 | 166 |
Avg Bars in Losers | 221 | 212 | 232 | 221 | 212 | 232 |
Bars Traded | 24576 | 12213 | 12363 | 24576 | 12213 | 12363 |
Profit Streak | 3.1635 | 3.1635 | 8.3267 | 3.1635 | 3.1635 | 8.3267 |
Trades During Streak | 3 | 1 | 5 | 3 | 1 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 337946 | -730275 | -125947 | 311141 | -730275 | -126068 |
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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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