Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 90248.175 | 57166.9094 | 33081.2655 | -10193.2587 | 84538.1533 | -94731.412 |
Total P&L (%) | 90.2482 | 57.1669 | 33.0813 | -10.1933 | 84.5382 | -94.7314 |
Avg Daily Profit (%) | 0.3465 | 0.2195 | 0.127 | -0.0413 | 0.2355 | -1.1239 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -86308 | -23622 | -86992 | -257381 | -36533 | -256385 |
Profit Factor | 1.4845 | 2.0855 | 1.2476 | 0.9746 | 2.1501 | 0.7111 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 45 | 21 | 24 | 45 | 21 | 24 |
Losing Trades | 17 | 10 | 7 | 17 | 10 | 7 |
Profitability (%) | 72.5806 | 67.7419 | 77.4194 | 72.5806 | 67.7419 | 77.4194 |
Ratio Avg Win / Avg Loss | 0.5608 | 0.9931 | 0.3639 | 0.3682 | 1.0239 | 0.2074 |
Largest Winning Trade | 22763 | 13525 | 22763 | 29485 | 16580 | 29485 |
Largest Losing Trade | -79999 | -12841 | -79999 | -252116 | -18777 | -252116 |
Avg Bars in Trades | 396 | 430 | 363 | 396 | 430 | 363 |
Avg Bars in Winners | 304 | 310 | 298 | 304 | 310 | 298 |
Avg Bars in Losers | 641 | 680 | 585 | 641 | 680 | 585 |
Bars Traded | 24595 | 13330 | 11265 | 24595 | 13330 | 11265 |
Profit Streak | 22.6091 | 22.6091 | 45.1091 | 22.6091 | 22.6091 | 45.1091 |
Trades During Streak | 5 | 2 | 5 | 5 | 2 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -146998 | 360903 | -24510 | -736194 | 461122 | -577115 |
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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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