Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 80523.0541 | 12798.3926 | 67724.6615 | 69395.7567 | -7461.8917 | 76857.6484 |
Total P&L (%) | 80.5231 | 12.7984 | 67.7247 | 69.3958 | -7.4619 | 76.8576 |
Avg Daily Profit (%) | 0.3092 | 0.0491 | 0.2601 | 0.2026 | -0.0298 | 0.2192 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -64955 | -43405 | -37204 | -144293 | -97752 | -73509 |
Profit Factor | 1.3328 | 1.089 | 1.6902 | 1.1712 | 0.9685 | 1.456 |
Total Trades | 111 | 55 | 56 | 111 | 55 | 56 |
Winning Trades | 75 | 32 | 43 | 75 | 32 | 43 |
Losing Trades | 36 | 23 | 13 | 36 | 23 | 13 |
Profitability (%) | 67.5676 | 58.1818 | 76.7857 | 67.5676 | 58.1818 | 76.7857 |
Ratio Avg Win / Avg Loss | 0.6398 | 0.7827 | 0.511 | 0.5622 | 0.6961 | 0.4402 |
Largest Winning Trade | 19199 | 10772 | 19199 | 28452 | 14786 | 28452 |
Largest Losing Trade | -25184 | -25184 | -21217 | -45629 | -45629 | -38863 |
Avg Bars in Trades | 219 | 237 | 200 | 219 | 237 | 200 |
Avg Bars in Winners | 139 | 128 | 147 | 139 | 128 | 147 |
Avg Bars in Losers | 386 | 390 | 378 | 386 | 390 | 378 |
Bars Traded | 24339 | 13089 | 11250 | 24339 | 13089 | 11250 |
Profit Streak | 6.2989 | 9.1218 | 6.2989 | 6.2989 | 9.1218 | 6.2989 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 342554 | -510007 | -168878 | -23925 | -760500 | -170130 |
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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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