Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 53075.0263 | -1448.6689 | 54523.6951 | 44562.9529 | -5852.988 | 50415.941 |
Total P&L (%) | 53.075 | -1.4487 | 54.5237 | 44.563 | -5.853 | 50.4159 |
Avg Daily Profit (%) | 0.2038 | -0.0056 | 0.2094 | 0.1416 | -0.0232 | 0.1569 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -31071 | -19311 | -25910 | -39331 | -22461 | -33486 |
Profit Factor | 1.301 | 0.9865 | 1.7884 | 1.2114 | 0.9529 | 1.582 |
Total Trades | 87 | 43 | 44 | 87 | 43 | 44 |
Winning Trades | 63 | 27 | 36 | 63 | 27 | 36 |
Losing Trades | 24 | 16 | 8 | 24 | 16 | 8 |
Profitability (%) | 72.4138 | 62.7907 | 81.8182 | 72.4138 | 62.7907 | 81.8182 |
Ratio Avg Win / Avg Loss | 0.4956 | 0.5846 | 0.3974 | 0.4615 | 0.5647 | 0.3516 |
Largest Winning Trade | 9540 | 9540 | 7204 | 8702 | 8702 | 8161 |
Largest Losing Trade | -22439 | -22439 | -15201 | -23770 | -23770 | -19297 |
Avg Bars in Trades | 276 | 310 | 242 | 276 | 310 | 242 |
Avg Bars in Winners | 148 | 128 | 164 | 148 | 128 | 164 |
Avg Bars in Losers | 610 | 618 | 594 | 610 | 618 | 594 |
Bars Traded | 24016 | 13360 | 10657 | 24016 | 13360 | 10657 |
Profit Streak | 5.6921 | 10.9525 | 5.6921 | 5.6921 | 10.9525 | 5.6921 |
Trades During Streak | 4 | 3 | 2 | 4 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 310403 | -578936 | 402694 | -4246 | -578936 | 359639 |
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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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