Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 140680.2393 | 36921.431 | 103758.8083 | 130791.6073 | 44866.7962 | 85924.8111 |
Total P&L (%) | 140.6802 | 36.9214 | 103.7588 | 130.7916 | 44.8668 | 85.9248 |
Avg Daily Profit (%) | 0.2701 | 0.0709 | 0.1992 | 0.1607 | 0.0712 | 0.1191 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -90383 | -24729 | -69495 | -124610 | -27818 | -117922 |
Profit Factor | 1.5655 | 1.5937 | 1.5562 | 1.3478 | 1.4979 | 1.3005 |
Total Trades | 73 | 37 | 36 | 73 | 37 | 36 |
Winning Trades | 41 | 21 | 20 | 41 | 21 | 20 |
Losing Trades | 32 | 16 | 16 | 32 | 16 | 16 |
Profitability (%) | 56.1644 | 56.7568 | 55.5556 | 56.1644 | 56.7568 | 55.5556 |
Ratio Avg Win / Avg Loss | 1.2219 | 1.2142 | 1.2449 | 1.052 | 1.1413 | 1.0404 |
Largest Winning Trade | 56686 | 14788 | 56686 | 59018 | 24844 | 59018 |
Largest Losing Trade | -33693 | -7823 | -33693 | -73435 | -12987 | -73435 |
Avg Bars in Trades | 327 | 81 | 580 | 327 | 81 | 580 |
Avg Bars in Winners | 398 | 98 | 713 | 398 | 98 | 713 |
Avg Bars in Losers | 236 | 58 | 414 | 236 | 58 | 414 |
Bars Traded | 23890 | 3006 | 20884 | 23890 | 3006 | 20884 |
Profit Streak | 0 | 0 | 74.3794 | 0 | 0 | 74.3794 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -65842 | -98591 | 388305 | -68108 | -98070 | -32336 |
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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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