Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 154225.264 | 65088.7837 | 89136.4802 | 236071.0763 | 92690.1884 | 143380.8879 |
Total P&L (%) | 154.2253 | 65.0888 | 89.1365 | 236.0711 | 92.6902 | 143.3809 |
Avg Daily Profit (%) | 0.5922 | 0.2499 | 0.3423 | 0.4665 | 0.2522 | 0.3421 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -39044 | -16316 | -28723 | -83078 | -63393 | -44374 |
Profit Factor | 2.0346 | 1.6421 | 2.8691 | 1.7929 | 1.4646 | 2.46 |
Total Trades | 81 | 40 | 41 | 81 | 40 | 41 |
Winning Trades | 56 | 24 | 32 | 56 | 24 | 32 |
Losing Trades | 25 | 16 | 9 | 25 | 16 | 9 |
Profitability (%) | 69.1358 | 60 | 78.0488 | 69.1358 | 60 | 78.0488 |
Ratio Avg Win / Avg Loss | 0.9083 | 1.0947 | 0.8069 | 0.8004 | 0.9764 | 0.6919 |
Largest Winning Trade | 67814 | 67814 | 11558 | 108299 | 108299 | 39309 |
Largest Losing Trade | -20074 | -15582 | -20074 | -51887 | -51887 | -33219 |
Avg Bars in Trades | 297 | 349 | 246 | 297 | 349 | 246 |
Avg Bars in Winners | 225 | 254 | 204 | 225 | 254 | 204 |
Avg Bars in Losers | 458 | 492 | 397 | 458 | 492 | 397 |
Bars Traded | 24093 | 13974 | 10119 | 24093 | 13974 | 10119 |
Profit Streak | 6.1409 | 11.5263 | 6.1409 | 6.1409 | 11.5263 | 6.1409 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -1684 | 370054 | 522296 | -3224 | 289822 | 493829 |
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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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