Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 73259.5769 | 50587.0142 | 22672.5628 | 59723.4591 | 62488.4941 | -2765.035 |
Total P&L (%) | 73.2596 | 50.587 | 22.6726 | 59.7235 | 62.4885 | -2.765 |
Avg Daily Profit (%) | 0.5274 | 0.3642 | 0.1632 | 0.3377 | 0.3501 | -0.0202 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -43502 | -23957 | -51696 | -72602 | -32088 | -95361 |
Profit Factor | 1.3887 | 1.9154 | 1.1702 | 1.2228 | 1.8471 | 0.9858 |
Total Trades | 117 | 59 | 58 | 117 | 59 | 58 |
Winning Trades | 77 | 41 | 36 | 77 | 41 | 36 |
Losing Trades | 40 | 18 | 22 | 40 | 18 | 22 |
Profitability (%) | 65.812 | 69.4915 | 62.069 | 65.812 | 69.4915 | 62.069 |
Ratio Avg Win / Avg Loss | 0.7214 | 0.8409 | 0.7151 | 0.6352 | 0.8109 | 0.6024 |
Largest Winning Trade | 14865 | 10184 | 14865 | 16312 | 14763 | 16312 |
Largest Losing Trade | -32249 | -15033 | -32249 | -52864 | -19828 | -52864 |
Avg Bars in Trades | 108 | 25 | 192 | 108 | 25 | 192 |
Avg Bars in Winners | 91 | 25 | 166 | 91 | 25 | 166 |
Avg Bars in Losers | 139 | 24 | 234 | 139 | 24 | 234 |
Bars Traded | 12657 | 1495 | 11162 | 12657 | 1495 | 11162 |
Profit Streak | 136.3069 | 136.3069 | 148.0361 | 136.3069 | 136.3069 | 148.0361 |
Trades During Streak | 2 | 1 | 6 | 2 | 1 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 393043 | -166498 | -211608 | 273513 | -165957 | -759606 |
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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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