Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 75326.0526 | 191.2776 | 75134.775 | 36009.9393 | -953.8108 | 36963.7501 |
Total P&L (%) | 75.3261 | 0.1913 | 75.1348 | 36.0099 | -0.9538 | 36.9638 |
Avg Daily Profit (%) | 0.2892 | 0.0007 | 0.2885 | 0.1182 | -0.0037 | 0.1209 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -60580 | -71203 | -53826 | -80557 | -61020 | -90234 |
Profit Factor | 1.2881 | 1.0012 | 1.7212 | 1.1127 | 0.9944 | 1.2463 |
Total Trades | 123 | 62 | 61 | 123 | 62 | 61 |
Winning Trades | 91 | 43 | 48 | 91 | 43 | 48 |
Losing Trades | 32 | 19 | 13 | 32 | 19 | 13 |
Profitability (%) | 73.9837 | 69.3548 | 78.6885 | 73.9837 | 69.3548 | 78.6885 |
Ratio Avg Win / Avg Loss | 0.4529 | 0.4424 | 0.4662 | 0.3913 | 0.4394 | 0.3376 |
Largest Winning Trade | 17096 | 12962 | 17096 | 16029 | 10305 | 16029 |
Largest Losing Trade | -45190 | -39537 | -45190 | -74069 | -34363 | -74069 |
Avg Bars in Trades | 199 | 216 | 180 | 199 | 216 | 180 |
Avg Bars in Winners | 106 | 106 | 107 | 106 | 106 | 107 |
Avg Bars in Losers | 461 | 467 | 452 | 461 | 467 | 452 |
Bars Traded | 24488 | 13453 | 11035 | 24488 | 13453 | 11035 |
Profit Streak | 3.7455 | 3.7455 | 17.3392 | 3.7455 | 3.7455 | 17.3392 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 325744 | -731984 | -149427 | -133677 | -734300 | -194356 |
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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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