Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 56547.5989 | 290.2891 | 56257.3097 | 66095.9952 | -69.7786 | 66165.7738 |
Total P&L (%) | 56.5476 | 0.2903 | 56.2573 | 66.096 | -0.0698 | 66.1658 |
Avg Daily Profit (%) | 0.6514 | 0.0033 | 0.6481 | 0.5862 | -0.0008 | 0.5867 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -13779 | -11239 | -10692 | -17025 | -14064 | -11285 |
Profit Factor | 1.8125 | 1.0085 | 2.5803 | 1.81 | 0.9982 | 2.571 |
Total Trades | 98 | 49 | 49 | 98 | 49 | 49 |
Winning Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Losing Trades | 37 | 19 | 18 | 37 | 19 | 18 |
Profitability (%) | 62.2449 | 61.2245 | 63.2653 | 62.2449 | 61.2245 | 63.2653 |
Ratio Avg Win / Avg Loss | 1.0994 | 0.6387 | 1.4982 | 1.0979 | 0.6322 | 1.4928 |
Largest Winning Trade | 25276 | 3058 | 25276 | 33512 | 3720 | 33512 |
Largest Losing Trade | -9784 | -6702 | -9784 | -10326 | -7182 | -10326 |
Avg Bars in Trades | 246 | 151 | 342 | 246 | 151 | 342 |
Avg Bars in Winners | 199 | 116 | 279 | 199 | 116 | 279 |
Avg Bars in Losers | 325 | 206 | 450 | 325 | 206 | 450 |
Bars Traded | 24186 | 7419 | 16767 | 24186 | 7419 | 16767 |
Profit Streak | 7.8321 | 13.2766 | 7.8321 | 7.8321 | 13.2766 | 7.8321 |
Trades During Streak | 10 | 7 | 5 | 10 | 7 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 524519 | -565381 | 571209 | 527203 | -579231 | 575463 |
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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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