Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 153282.3698 | 48057.909 | 105224.4607 | 81698.1297 | 9407.8701 | 72290.2596 |
Total P&L (%) | 153.2824 | 48.0579 | 105.2245 | 81.6981 | 9.4079 | 72.2903 |
Avg Daily Profit (%) | 0.2943 | 0.0923 | 0.202 | 0.1147 | 0.0173 | 0.1045 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -114213 | -31155 | -102582 | -255485 | -78228 | -207884 |
Profit Factor | 1.4609 | 1.5489 | 1.4294 | 1.1472 | 1.0571 | 1.1853 |
Total Trades | 105 | 53 | 52 | 105 | 53 | 52 |
Winning Trades | 70 | 33 | 37 | 70 | 33 | 37 |
Losing Trades | 35 | 20 | 15 | 35 | 20 | 15 |
Profitability (%) | 66.6667 | 62.2642 | 71.1538 | 66.6667 | 62.2642 | 71.1538 |
Ratio Avg Win / Avg Loss | 0.7304 | 0.9387 | 0.5795 | 0.5736 | 0.6407 | 0.4805 |
Largest Winning Trade | 28177 | 14426 | 28177 | 41136 | 17957 | 41136 |
Largest Losing Trade | -53738 | -15717 | -53738 | -104564 | -45984 | -104564 |
Avg Bars in Trades | 219 | 67 | 373 | 219 | 67 | 373 |
Avg Bars in Winners | 195 | 58 | 318 | 195 | 58 | 318 |
Avg Bars in Losers | 266 | 83 | 510 | 266 | 83 | 510 |
Bars Traded | 23024 | 3595 | 19429 | 23024 | 3595 | 19429 |
Profit Streak | 12.508 | 14.383 | 0 | 12.508 | 14.383 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 371303 | -249786 | -171035 | -97609 | -673394 | -249740 |
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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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