Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 49960.1227 | -3027.499 | 52987.6218 | 25980.2075 | -29983.0714 | 55963.2789 |
Total P&L (%) | 49.9601 | -3.0275 | 52.9876 | 25.9802 | -29.9831 | 55.9633 |
Avg Daily Profit (%) | 0.1918 | -0.0116 | 0.2035 | 0.0887 | -0.1368 | 0.1708 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -83301 | -51901 | -42908 | -154595 | -97895 | -71117 |
Profit Factor | 1.2233 | 0.9759 | 1.541 | 1.0817 | 0.8334 | 1.4053 |
Total Trades | 87 | 43 | 44 | 87 | 43 | 44 |
Winning Trades | 61 | 27 | 34 | 61 | 27 | 34 |
Losing Trades | 26 | 16 | 10 | 26 | 16 | 10 |
Profitability (%) | 70.1149 | 62.7907 | 77.2727 | 70.1149 | 62.7907 | 77.2727 |
Ratio Avg Win / Avg Loss | 0.5214 | 0.5783 | 0.4532 | 0.461 | 0.4939 | 0.4133 |
Largest Winning Trade | 15060 | 11733 | 15060 | 22660 | 15801 | 22660 |
Largest Losing Trade | -25149 | -25149 | -20160 | -55210 | -55210 | -32316 |
Avg Bars in Trades | 275 | 299 | 251 | 275 | 299 | 251 |
Avg Bars in Winners | 168 | 162 | 172 | 168 | 162 | 172 |
Avg Bars in Losers | 527 | 530 | 521 | 527 | 530 | 521 |
Bars Traded | 23968 | 12893 | 11075 | 23968 | 12893 | 11075 |
Profit Streak | 5.7309 | 8.6684 | 5.7309 | 5.7309 | 8.6684 | 5.7309 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 254107 | -579794 | 335053 | -207413 | -579794 | 302293 |
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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) |
---|