Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 51365.5312 | -12490.9903 | 63856.5215 | 24270.5516 | -13420.8768 | 37691.4285 |
Total P&L (%) | 51.3655 | -12.491 | 63.8565 | 24.2706 | -13.4209 | 37.6914 |
Avg Daily Profit (%) | 0.1972 | -0.048 | 0.2452 | 0.0835 | -0.0553 | 0.1229 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -39709 | -40633 | -49687 | -67645 | -48147 | -78520 |
Profit Factor | 1.2444 | 0.8538 | 1.5121 | 1.0887 | 0.8683 | 1.2197 |
Total Trades | 87 | 44 | 43 | 87 | 44 | 43 |
Winning Trades | 50 | 23 | 27 | 50 | 23 | 27 |
Losing Trades | 37 | 21 | 16 | 37 | 21 | 16 |
Profitability (%) | 57.4713 | 52.2727 | 62.7907 | 57.4713 | 52.2727 | 62.7907 |
Ratio Avg Win / Avg Loss | 0.9209 | 0.7796 | 0.8961 | 0.8057 | 0.7928 | 0.7228 |
Largest Winning Trade | 22903 | 10151 | 22903 | 24390 | 14449 | 24390 |
Largest Losing Trade | -37518 | -12833 | -37518 | -59048 | -17037 | -59048 |
Avg Bars in Trades | 275 | 116 | 438 | 275 | 116 | 438 |
Avg Bars in Winners | 151 | 70 | 220 | 151 | 70 | 220 |
Avg Bars in Losers | 443 | 166 | 806 | 443 | 166 | 806 |
Bars Traded | 23978 | 5124 | 18854 | 23978 | 5124 | 18854 |
Profit Streak | 6.7862 | 6.7862 | 10.5779 | 6.7862 | 6.7862 | 10.5779 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 194310 | -581133 | 314009 | -209160 | -581133 | -32037 |
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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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