Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 75753.917 | 46130.1368 | 29623.7802 | 99351.8385 | 56568.5647 | 42783.2737 |
Total P&L (%) | 75.7539 | 46.1301 | 29.6238 | 99.3518 | 56.5686 | 42.7833 |
Avg Daily Profit (%) | 0.165 | 0.1005 | 0.0645 | 0.1504 | 0.0977 | 0.0776 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -27049 | -15561 | -20928 | -38838 | -20899 | -31068 |
Profit Factor | 1.9317 | 2.4853 | 1.5895 | 1.949 | 2.4228 | 1.6589 |
Total Trades | 104 | 52 | 52 | 104 | 52 | 52 |
Winning Trades | 72 | 33 | 39 | 72 | 33 | 39 |
Losing Trades | 32 | 19 | 13 | 32 | 19 | 13 |
Profitability (%) | 69.2308 | 63.4615 | 75 | 69.2308 | 63.4615 | 75 |
Ratio Avg Win / Avg Loss | 0.8585 | 1.4309 | 0.5298 | 0.8662 | 1.395 | 0.553 |
Largest Winning Trade | 9178 | 7017 | 9178 | 14020 | 7789 | 14020 |
Largest Losing Trade | -19270 | -5009 | -19270 | -27988 | -6986 | -27988 |
Avg Bars in Trades | 100 | 97 | 103 | 100 | 97 | 103 |
Avg Bars in Winners | 59 | 49 | 68 | 59 | 49 | 68 |
Avg Bars in Losers | 192 | 180 | 210 | 192 | 180 | 210 |
Bars Traded | 10445 | 5049 | 5396 | 10445 | 5049 | 5396 |
Profit Streak | 637.4467 | 637.4467 | 669.0301 | 637.4467 | 637.4467 | 669.0301 |
Trades During Streak | 5 | 2 | 7 | 5 | 2 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 426968 | -234996 | -285909 | 423671 | -238040 | -267118 |
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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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