Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 308281.447 | 30320.6752 | 277960.7718 | 452888.6022 | 187287.3298 | 265601.2723 |
Total P&L (%) | 308.2814 | 30.3207 | 277.9608 | 452.8886 | 187.2873 | 265.6013 |
Avg Daily Profit (%) | 0.2008 | 0.0198 | 0.1811 | 0.1115 | 0.0688 | 0.0845 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -101913 | -124395 | -63777 | -142106 | -103111 | -75981 |
Profit Factor | 1.7935 | 1.1288 | 2.8154 | 1.99 | 1.7021 | 2.3929 |
Total Trades | 73 | 37 | 36 | 73 | 37 | 36 |
Winning Trades | 49 | 23 | 26 | 49 | 23 | 26 |
Losing Trades | 24 | 14 | 10 | 24 | 14 | 10 |
Profitability (%) | 67.1233 | 62.1622 | 72.2222 | 67.1233 | 62.1622 | 72.2222 |
Ratio Avg Win / Avg Loss | 0.8785 | 0.6871 | 1.0829 | 0.9747 | 1.0361 | 0.9203 |
Largest Winning Trade | 43712 | 43712 | 36296 | 168169 | 168169 | 62787 |
Largest Losing Trade | -55441 | -55441 | -35519 | -92147 | -92147 | -38009 |
Avg Bars in Trades | 60 | 60 | 61 | 60 | 60 | 61 |
Avg Bars in Winners | 51 | 50 | 52 | 51 | 50 | 52 |
Avg Bars in Losers | 80 | 76 | 85 | 80 | 76 | 85 |
Bars Traded | 4442 | 2233 | 2209 | 4442 | 2233 | 2209 |
Profit Streak | 61.8202 | 87.4868 | 61.8202 | 61.8202 | 87.4868 | 61.8202 |
Trades During Streak | 5 | 3 | 2 | 5 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -64023 | -247110 | 560723 | -115463 | -96048 | -74518 |
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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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