Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 53830.5889 | 12821.425 | 41009.1639 | 57949.5216 | 2828.5937 | 55120.9279 |
Total P&L (%) | 53.8306 | 12.8214 | 41.0092 | 57.9495 | 2.8286 | 55.1209 |
Avg Daily Profit (%) | 0.6201 | 0.1477 | 0.4724 | 0.5279 | 0.0321 | 0.507 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -47389 | -29650 | -18937 | -85175 | -55044 | -31244 |
Profit Factor | 1.4322 | 1.1662 | 1.8653 | 1.2788 | 1.0221 | 1.688 |
Total Trades | 102 | 51 | 51 | 102 | 51 | 51 |
Winning Trades | 66 | 32 | 34 | 66 | 32 | 34 |
Losing Trades | 36 | 19 | 17 | 36 | 19 | 17 |
Profitability (%) | 64.7059 | 62.7451 | 66.6667 | 64.7059 | 62.7451 | 66.6667 |
Ratio Avg Win / Avg Loss | 0.7812 | 0.6924 | 0.9326 | 0.6975 | 0.6069 | 0.844 |
Largest Winning Trade | 10383 | 10383 | 8340 | 16717 | 16717 | 16520 |
Largest Losing Trade | -13232 | -13232 | -9109 | -22753 | -22753 | -17198 |
Avg Bars in Trades | 237 | 232 | 243 | 237 | 232 | 243 |
Avg Bars in Winners | 173 | 167 | 178 | 173 | 167 | 178 |
Avg Bars in Losers | 356 | 342 | 373 | 356 | 342 | 373 |
Bars Traded | 24273 | 11852 | 12421 | 24273 | 11852 | 12421 |
Profit Streak | 2.4272 | 2.4272 | 8.6633 | 2.4272 | 2.4272 | 8.6633 |
Trades During Streak | 3 | 1 | 6 | 3 | 1 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 315193 | -295294 | -169578 | 262971 | -695603 | -168484 |
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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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