Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 106347.8351 | 22814.2381 | 83533.597 | 76088.6039 | -51999.9027 | 128088.5066 |
Total P&L (%) | 106.3478 | 22.8142 | 83.5336 | 76.0886 | -51.9999 | 128.0885 |
Avg Daily Profit (%) | 0.2042 | 0.0438 | 0.1604 | 0.1087 | -0.1408 | 0.1584 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -80003 | -98914 | -9039 | -183816 | -220017 | -11791 |
Profit Factor | 1.4662 | 1.1137 | 4.0477 | 1.2092 | 0.842 | 4.7124 |
Total Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Winning Trades | 43 | 18 | 25 | 43 | 18 | 25 |
Losing Trades | 22 | 14 | 8 | 22 | 14 | 8 |
Profitability (%) | 66.1538 | 56.25 | 75.7576 | 66.1538 | 56.25 | 75.7576 |
Ratio Avg Win / Avg Loss | 0.7502 | 0.8662 | 1.2953 | 0.6187 | 0.6549 | 1.508 |
Largest Winning Trade | 32610 | 32610 | 16178 | 58417 | 58417 | 37555 |
Largest Losing Trade | -39003 | -39003 | -7710 | -95870 | -95870 | -10078 |
Avg Bars in Trades | 348 | 601 | 102 | 348 | 601 | 102 |
Avg Bars in Winners | 126 | 204 | 70 | 126 | 204 | 70 |
Avg Bars in Losers | 781 | 1111 | 202 | 781 | 1111 | 202 |
Bars Traded | 22632 | 19243 | 3389 | 22632 | 19243 | 3389 |
Profit Streak | 20.2713 | 25.3755 | 20.2713 | 20.2713 | 25.3755 | 20.2713 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -126322 | -235331 | 596442 | -183427 | -579546 | 653393 |
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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) |
---|