Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 64947.98 | 1448.2611 | 63499.719 | 55278.3557 | 2212.4615 | 53065.8942 |
Total P&L (%) | 64.948 | 1.4483 | 63.4997 | 55.2784 | 2.2125 | 53.0659 |
Avg Daily Profit (%) | 0.2494 | 0.0056 | 0.2438 | 0.1691 | 0.0084 | 0.1636 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -49837 | -34551 | -34834 | -85927 | -36680 | -64201 |
Profit Factor | 1.3136 | 1.0116 | 1.7739 | 1.1914 | 1.0139 | 1.4083 |
Total Trades | 117 | 59 | 58 | 117 | 59 | 58 |
Winning Trades | 89 | 41 | 48 | 89 | 41 | 48 |
Losing Trades | 28 | 18 | 10 | 28 | 18 | 10 |
Profitability (%) | 76.0684 | 69.4915 | 82.7586 | 76.0684 | 69.4915 | 82.7586 |
Ratio Avg Win / Avg Loss | 0.4133 | 0.4441 | 0.3696 | 0.3748 | 0.4451 | 0.2934 |
Largest Winning Trade | 7335 | 6943 | 7335 | 8566 | 8566 | 7809 |
Largest Losing Trade | -24928 | -24928 | -22159 | -34389 | -26195 | -34389 |
Avg Bars in Trades | 209 | 235 | 183 | 209 | 235 | 183 |
Avg Bars in Winners | 118 | 119 | 116 | 118 | 119 | 116 |
Avg Bars in Losers | 500 | 498 | 504 | 500 | 498 | 504 |
Bars Traded | 24528 | 13886 | 10642 | 24528 | 13886 | 10642 |
Profit Streak | 3.3301 | 3.3301 | 17.2676 | 3.3301 | 3.3301 | 17.2676 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 302258 | -737012 | -168077 | -3143 | -730644 | -170966 |
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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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