Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 143101.3744 | -25852.8048 | 168954.1791 | 36877.524 | -7288.5058 | 44166.0298 |
Total P&L (%) | 143.1014 | -25.8528 | 168.9542 | 36.8775 | -7.2885 | 44.166 |
Avg Daily Profit (%) | 0.1392 | -0.0251 | 0.1643 | 0.0305 | -0.0074 | 0.0356 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -114220 | -103470 | -53920 | -211369 | -98386 | -153265 |
Profit Factor | 1.3847 | 0.8827 | 2.1143 | 1.0707 | 0.9684 | 1.1517 |
Total Trades | 69 | 35 | 34 | 69 | 35 | 34 |
Winning Trades | 41 | 17 | 24 | 41 | 17 | 24 |
Losing Trades | 28 | 18 | 10 | 28 | 18 | 10 |
Profitability (%) | 59.4203 | 48.5714 | 70.5882 | 59.4203 | 48.5714 | 70.5882 |
Ratio Avg Win / Avg Loss | 0.9457 | 0.9346 | 0.881 | 0.7312 | 1.0253 | 0.4799 |
Largest Winning Trade | 35969 | 29530 | 35969 | 50894 | 39220 | 50894 |
Largest Losing Trade | -53920 | -35417 | -53920 | -144089 | -42631 | -144089 |
Avg Bars in Trades | 55 | 53 | 57 | 55 | 53 | 57 |
Avg Bars in Winners | 48 | 47 | 49 | 48 | 47 | 49 |
Avg Bars in Losers | 64 | 58 | 76 | 64 | 58 | 76 |
Bars Traded | 3812 | 1856 | 1956 | 3812 | 1856 | 1956 |
Profit Streak | 15.4293 | 23.1793 | 15.4293 | 15.4293 | 23.1793 | 15.4293 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -111603 | -580306 | 424560 | -402322 | -578640 | -199350 |
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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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