Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 124880.6816 | 13652.5172 | 111228.1644 | 144495.1087 | 26142.057 | 118353.0517 |
Total P&L (%) | 124.8807 | 13.6525 | 111.2282 | 144.4951 | 26.1421 | 118.3531 |
Avg Daily Profit (%) | 0.2398 | 0.0262 | 0.2136 | 0.1718 | 0.0446 | 0.1501 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -44786 | -18480 | -43889 | -124656 | -19751 | -123243 |
Profit Factor | 1.7108 | 1.2335 | 1.9487 | 1.4375 | 1.307 | 1.4829 |
Total Trades | 99 | 50 | 49 | 99 | 50 | 49 |
Winning Trades | 57 | 27 | 30 | 57 | 27 | 30 |
Losing Trades | 42 | 23 | 19 | 42 | 23 | 19 |
Profitability (%) | 57.5758 | 54 | 61.2245 | 57.5758 | 54 | 61.2245 |
Ratio Avg Win / Avg Loss | 1.2606 | 1.0508 | 1.2342 | 1.0592 | 1.1133 | 0.9391 |
Largest Winning Trade | 23875 | 7589 | 23875 | 44490 | 11082 | 44490 |
Largest Losing Trade | -43889 | -7418 | -43889 | -123243 | -13070 | -123243 |
Avg Bars in Trades | 245 | 28 | 467 | 245 | 28 | 467 |
Avg Bars in Winners | 223 | 25 | 401 | 223 | 25 | 401 |
Avg Bars in Losers | 275 | 31 | 571 | 275 | 31 | 571 |
Bars Traded | 24320 | 1408 | 22912 | 24320 | 1408 | 22912 |
Profit Streak | 10.7039 | 10.7039 | 10.7247 | 10.7039 | 10.7039 | 10.7247 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 427150 | -389502 | 430439 | 362789 | -315847 | 300899 |
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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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