Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 74171.8353 | 7740.1652 | 66431.67 | 18538.1268 | 17639.8581 | 898.2687 |
Total P&L (%) | 74.1718 | 7.7402 | 66.4317 | 18.5381 | 17.6399 | 0.8983 |
Avg Daily Profit (%) | 0.2848 | 0.0297 | 0.2551 | 0.0653 | 0.0624 | 0.0034 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -65914 | -62092 | -64363 | -161333 | -68631 | -159993 |
Profit Factor | 1.2436 | 1.0457 | 1.4912 | 1.0403 | 1.0853 | 1.0035 |
Total Trades | 125 | 63 | 62 | 125 | 63 | 62 |
Winning Trades | 86 | 38 | 48 | 86 | 38 | 48 |
Losing Trades | 39 | 25 | 14 | 39 | 25 | 14 |
Profitability (%) | 68.8 | 60.3175 | 77.4194 | 68.8 | 60.3175 | 77.4194 |
Ratio Avg Win / Avg Loss | 0.564 | 0.688 | 0.4349 | 0.4718 | 0.714 | 0.2927 |
Largest Winning Trade | 19837 | 19837 | 17622 | 31280 | 31280 | 24476 |
Largest Losing Trade | -55712 | -28065 | -55712 | -138186 | -33362 | -138186 |
Avg Bars in Trades | 197 | 201 | 194 | 197 | 201 | 194 |
Avg Bars in Winners | 113 | 101 | 123 | 113 | 101 | 123 |
Avg Bars in Losers | 383 | 353 | 435 | 383 | 353 | 435 |
Bars Traded | 24738 | 12696 | 12042 | 24738 | 12696 | 12042 |
Profit Streak | 9.3721 | 9.3721 | 17.07 | 9.3721 | 9.3721 | 17.07 |
Trades During Streak | 6 | 3 | 3 | 6 | 3 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 340677 | -636017 | -143103 | -288411 | -391577 | -722844 |
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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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