Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 62434.4889 | -2780.5228 | 65215.0117 | 39283.1223 | -28051.4771 | 67334.5994 |
Total P&L (%) | 62.4345 | -2.7805 | 65.215 | 39.2831 | -28.0515 | 67.3346 |
Avg Daily Profit (%) | 0.2397 | -0.0107 | 0.2504 | 0.1273 | -0.1263 | 0.1979 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -72790 | -42667 | -39982 | -135649 | -88983 | -66170 |
Profit Factor | 1.2727 | 0.9778 | 1.6305 | 1.1123 | 0.853 | 1.4238 |
Total Trades | 89 | 45 | 44 | 89 | 45 | 44 |
Winning Trades | 63 | 29 | 34 | 63 | 29 | 34 |
Losing Trades | 26 | 16 | 10 | 26 | 16 | 10 |
Profitability (%) | 70.7865 | 64.4444 | 77.2727 | 70.7865 | 64.4444 | 77.2727 |
Ratio Avg Win / Avg Loss | 0.5253 | 0.5395 | 0.4796 | 0.4591 | 0.4706 | 0.4188 |
Largest Winning Trade | 15843 | 11067 | 15843 | 23078 | 14804 | 23078 |
Largest Losing Trade | -23889 | -23889 | -22949 | -58143 | -58143 | -38930 |
Avg Bars in Trades | 275 | 313 | 237 | 275 | 313 | 237 |
Avg Bars in Winners | 162 | 167 | 157 | 162 | 167 | 157 |
Avg Bars in Losers | 551 | 577 | 509 | 551 | 577 | 509 |
Bars Traded | 24550 | 14094 | 10456 | 24550 | 14094 | 10456 |
Profit Streak | 3.3209 | 3.3209 | 12.3938 | 3.3209 | 3.3209 | 12.3938 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 256689 | -581080 | 407686 | -122547 | -581080 | 355725 |
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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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