Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 76829.4101 | 46467.8398 | 30361.5702 | 60619.7791 | 53685.235 | 6934.544 |
Total P&L (%) | 76.8294 | 46.4678 | 30.3616 | 60.6198 | 53.6852 | 6.9345 |
Avg Daily Profit (%) | 0.5531 | 0.3345 | 0.2186 | 0.3417 | 0.3098 | 0.0483 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -42360 | -18977 | -48293 | -55686 | -17887 | -70371 |
Profit Factor | 1.4261 | 1.7125 | 1.2638 | 1.2839 | 1.7761 | 1.048 |
Total Trades | 108 | 54 | 54 | 108 | 54 | 54 |
Winning Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Losing Trades | 30 | 15 | 15 | 30 | 15 | 15 |
Profitability (%) | 72.2222 | 72.2222 | 72.2222 | 72.2222 | 72.2222 | 72.2222 |
Ratio Avg Win / Avg Loss | 0.5485 | 0.6587 | 0.4861 | 0.4938 | 0.6831 | 0.4031 |
Largest Winning Trade | 9543 | 8060 | 9543 | 12342 | 7420 | 12342 |
Largest Losing Trade | -42360 | -13796 | -42360 | -55686 | -14264 | -55686 |
Avg Bars in Trades | 120 | 117 | 123 | 120 | 117 | 123 |
Avg Bars in Winners | 91 | 89 | 92 | 91 | 89 | 92 |
Avg Bars in Losers | 195 | 189 | 202 | 195 | 189 | 202 |
Bars Traded | 12996 | 6345 | 6651 | 12996 | 6345 | 6651 |
Profit Streak | 137.9263 | 143.843 | 137.9263 | 137.9263 | 143.843 | 137.9263 |
Trades During Streak | 13 | 8 | 6 | 13 | 8 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 473257 | -169857 | -174612 | 354435 | -169385 | -641070 |
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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) |
---|