Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 42047.4336 | 3289.3346 | 38758.099 | 32968.9084 | -947.3894 | 33916.2978 |
Total P&L (%) | 42.0474 | 3.2893 | 38.7581 | 32.9689 | -0.9474 | 33.9163 |
Avg Daily Profit (%) | 0.4844 | 0.0379 | 0.4465 | 0.3288 | -0.011 | 0.337 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -34180 | -17039 | -23474 | -39275 | -19055 | -24794 |
Profit Factor | 1.3739 | 1.0643 | 1.6326 | 1.2861 | 0.9823 | 1.5494 |
Total Trades | 98 | 49 | 49 | 98 | 49 | 49 |
Winning Trades | 63 | 30 | 33 | 63 | 30 | 33 |
Losing Trades | 35 | 19 | 16 | 35 | 19 | 16 |
Profitability (%) | 64.2857 | 61.2245 | 67.3469 | 64.2857 | 61.2245 | 67.3469 |
Ratio Avg Win / Avg Loss | 0.7633 | 0.674 | 0.7915 | 0.7145 | 0.6221 | 0.7512 |
Largest Winning Trade | 45232 | 4224 | 45232 | 41413 | 4165 | 41413 |
Largest Losing Trade | -12775 | -8283 | -12775 | -12784 | -8923 | -12784 |
Avg Bars in Trades | 247 | 245 | 248 | 247 | 245 | 248 |
Avg Bars in Winners | 119 | 136 | 103 | 119 | 136 | 103 |
Avg Bars in Losers | 477 | 417 | 547 | 477 | 417 | 547 |
Bars Traded | 24228 | 12037 | 12191 | 24228 | 12037 | 12191 |
Profit Streak | 2.6567 | 2.6567 | 7.0317 | 2.6567 | 2.6567 | 7.0317 |
Trades During Streak | 3 | 1 | 4 | 3 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 231649 | -461159 | 350184 | 135405 | -582365 | 287613 |
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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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