Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 47254.155 | 39689.793 | 7564.362 | 34488.1619 | 40732.1008 | -6243.9389 |
Total P&L (%) | 47.2542 | 39.6898 | 7.5644 | 34.4882 | 40.7321 | -6.2439 |
Avg Daily Profit (%) | 0.1815 | 0.1524 | 0.029 | 0.1138 | 0.1313 | -0.0248 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -27482 | -30179 | -27296 | -24849 | -24933 | -25411 |
Profit Factor | 1.2686 | 1.5443 | 1.0734 | 1.2106 | 1.646 | 0.938 |
Total Trades | 85 | 43 | 42 | 85 | 43 | 42 |
Winning Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Losing Trades | 22 | 11 | 11 | 22 | 11 | 11 |
Profitability (%) | 74.1176 | 74.4186 | 73.8095 | 74.1176 | 74.4186 | 73.8095 |
Ratio Avg Win / Avg Loss | 0.443 | 0.5309 | 0.3809 | 0.4228 | 0.5658 | 0.3328 |
Largest Winning Trade | 9653 | 9653 | 8430 | 10369 | 10369 | 6961 |
Largest Losing Trade | -27482 | -11447 | -27482 | -24849 | -9582 | -24849 |
Avg Bars in Trades | 286 | 295 | 276 | 286 | 295 | 276 |
Avg Bars in Winners | 165 | 177 | 153 | 165 | 177 | 153 |
Avg Bars in Losers | 630 | 639 | 621 | 630 | 639 | 621 |
Bars Traded | 24316 | 12720 | 11596 | 24316 | 12720 | 11596 |
Profit Streak | 4.2366 | 45.9554 | 0 | 4.2366 | 45.9554 | 0 |
Trades During Streak | 1 | 10 | 0 | 1 | 10 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 228473 | 301533 | -459552 | -43618 | -16065 | -579043 |
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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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