Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 53016.9355 | -4827.7825 | 57844.718 | 40997.9598 | -12047.6952 | 53045.6551 |
Total P&L (%) | 53.0169 | -4.8278 | 57.8447 | 40.998 | -12.0477 | 53.0457 |
Avg Daily Profit (%) | 0.2036 | -0.0185 | 0.2221 | 0.132 | -0.0493 | 0.1635 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -28106 | -30378 | -33632 | -44563 | -34069 | -48879 |
Profit Factor | 1.2531 | 0.9628 | 1.7244 | 1.1483 | 0.9265 | 1.4712 |
Total Trades | 121 | 61 | 60 | 121 | 61 | 60 |
Winning Trades | 87 | 40 | 47 | 87 | 40 | 47 |
Losing Trades | 34 | 21 | 13 | 34 | 21 | 13 |
Profitability (%) | 71.9008 | 65.5738 | 78.3333 | 71.9008 | 65.5738 | 78.3333 |
Ratio Avg Win / Avg Loss | 0.4897 | 0.5054 | 0.477 | 0.4488 | 0.4864 | 0.4069 |
Largest Winning Trade | 9100 | 9100 | 7144 | 10273 | 10273 | 9052 |
Largest Losing Trade | -24862 | -24862 | -18914 | -27092 | -27092 | -26545 |
Avg Bars in Trades | 202 | 219 | 185 | 202 | 219 | 185 |
Avg Bars in Winners | 118 | 116 | 120 | 118 | 116 | 120 |
Avg Bars in Losers | 417 | 415 | 419 | 417 | 415 | 419 |
Bars Traded | 24530 | 13405 | 11125 | 24530 | 13405 | 11125 |
Profit Streak | 5.138 | 5.138 | 12.3151 | 5.138 | 5.138 | 12.3151 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 301154 | -740652 | -158328 | -74225 | -740652 | -160176 |
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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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