Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 143585.6061 | -25935.9928 | 169521.5988 | 63674.2661 | -43082.4049 | 106756.671 |
Total P&L (%) | 143.5856 | -25.936 | 169.5216 | 63.6743 | -43.0824 | 106.7567 |
Avg Daily Profit (%) | 0.1376 | -0.0248 | 0.1624 | 0.0472 | -0.054 | 0.0696 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -120870 | -122828 | -75883 | -240013 | -141594 | -169682 |
Profit Factor | 1.4568 | 0.8722 | 2.5212 | 1.1407 | 0.8176 | 1.4938 |
Total Trades | 89 | 44 | 45 | 89 | 44 | 45 |
Winning Trades | 59 | 28 | 31 | 59 | 28 | 31 |
Losing Trades | 30 | 16 | 14 | 30 | 16 | 14 |
Profitability (%) | 66.2921 | 63.6364 | 68.8889 | 66.2921 | 63.6364 | 68.8889 |
Ratio Avg Win / Avg Loss | 0.7408 | 0.4984 | 1.1386 | 0.58 | 0.4672 | 0.6746 |
Largest Winning Trade | 26200 | 26200 | 20545 | 33104 | 28127 | 33104 |
Largest Losing Trade | -54725 | -54725 | -51458 | -102937 | -67546 | -102937 |
Avg Bars in Trades | 41 | 50 | 32 | 41 | 50 | 32 |
Avg Bars in Winners | 24 | 28 | 21 | 24 | 28 | 21 |
Avg Bars in Losers | 74 | 88 | 58 | 74 | 88 | 58 |
Bars Traded | 3679 | 2204 | 1475 | 3679 | 2204 | 1475 |
Profit Streak | 24.2184 | 24.2184 | 30.4684 | 24.2184 | 24.2184 | 30.4684 |
Trades During Streak | 7 | 3 | 5 | 7 | 3 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -5753 | -577487 | 541627 | -193393 | -577487 | -96331 |
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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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