Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 72256.9678 | 40118.6568 | 32138.311 | 60511.32 | 44204.4205 | 16306.8995 |
Total P&L (%) | 72.257 | 40.1187 | 32.1383 | 60.5113 | 44.2044 | 16.3069 |
Avg Daily Profit (%) | 0.2775 | 0.1541 | 0.1234 | 0.1819 | 0.1407 | 0.058 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -36089 | -27829 | -47371 | -72085 | -49689 | -95470 |
Profit Factor | 1.3044 | 1.3363 | 1.2721 | 1.1388 | 1.2081 | 1.073 |
Total Trades | 105 | 53 | 52 | 105 | 53 | 52 |
Winning Trades | 72 | 35 | 37 | 72 | 35 | 37 |
Losing Trades | 33 | 18 | 15 | 33 | 18 | 15 |
Profitability (%) | 68.5714 | 66.0377 | 71.1538 | 68.5714 | 66.0377 | 71.1538 |
Ratio Avg Win / Avg Loss | 0.5978 | 0.6872 | 0.5157 | 0.522 | 0.6213 | 0.435 |
Largest Winning Trade | 16811 | 16811 | 10178 | 22683 | 22683 | 13517 |
Largest Losing Trade | -20866 | -16865 | -20866 | -36437 | -32627 | -36437 |
Avg Bars in Trades | 229 | 236 | 222 | 229 | 236 | 222 |
Avg Bars in Winners | 137 | 130 | 144 | 137 | 130 | 144 |
Avg Bars in Losers | 430 | 443 | 415 | 430 | 443 | 415 |
Bars Traded | 24131 | 12545 | 11586 | 24131 | 12545 | 11586 |
Profit Streak | 5.0219 | 5.0219 | 15.0844 | 5.0219 | 5.0219 | 15.0844 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 341309 | -174999 | -210570 | -59885 | -187900 | -444350 |
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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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