Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 43928.6919 | -7167.7413 | 51096.4332 | 21850.5269 | -39795.1736 | 61645.7005 |
Total P&L (%) | 43.9287 | -7.1677 | 51.0964 | 21.8505 | -39.7952 | 61.6457 |
Avg Daily Profit (%) | 0.1687 | -0.0275 | 0.1962 | 0.0759 | -0.1947 | 0.1846 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -63166 | -47715 | -31655 | -100267 | -87723 | -43169 |
Profit Factor | 1.2066 | 0.944 | 1.604 | 1.0743 | 0.7876 | 1.5783 |
Total Trades | 95 | 47 | 48 | 95 | 47 | 48 |
Winning Trades | 68 | 35 | 33 | 68 | 35 | 33 |
Losing Trades | 27 | 12 | 15 | 27 | 12 | 15 |
Profitability (%) | 71.5789 | 74.4681 | 68.75 | 71.5789 | 74.4681 | 68.75 |
Ratio Avg Win / Avg Loss | 0.4791 | 0.3237 | 0.7291 | 0.4266 | 0.27 | 0.7174 |
Largest Winning Trade | 12508 | 12508 | 11525 | 16520 | 16520 | 15534 |
Largest Losing Trade | -23415 | -23415 | -17703 | -44715 | -44715 | -25423 |
Avg Bars in Trades | 254 | 277 | 231 | 254 | 277 | 231 |
Avg Bars in Winners | 147 | 144 | 150 | 147 | 144 | 150 |
Avg Bars in Losers | 523 | 664 | 411 | 523 | 664 | 411 |
Bars Traded | 24178 | 13043 | 11135 | 24178 | 13043 | 11135 |
Profit Streak | 12.9099 | 28.8891 | 12.9099 | 12.9099 | 28.8891 | 12.9099 |
Trades During Streak | 2 | 3 | 1 | 2 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 228265 | -577455 | 299533 | -234666 | -577455 | 316220 |
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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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