Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 59389.7107 | -8957.0904 | 68346.8011 | 53438.2253 | -17885.1177 | 71323.3431 |
Total P&L (%) | 59.3897 | -8.9571 | 68.3468 | 53.4382 | -17.8851 | 71.3233 |
Avg Daily Profit (%) | 0.2281 | -0.0344 | 0.2624 | 0.1645 | -0.0756 | 0.207 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -33961 | -33373 | -25568 | -34641 | -35405 | -31580 |
Profit Factor | 1.2945 | 0.9358 | 2.1004 | 1.2166 | 0.8935 | 1.906 |
Total Trades | 143 | 72 | 71 | 143 | 72 | 71 |
Winning Trades | 100 | 46 | 54 | 100 | 46 | 54 |
Losing Trades | 43 | 26 | 17 | 43 | 26 | 17 |
Profitability (%) | 69.9301 | 63.8889 | 76.0563 | 69.9301 | 63.8889 | 76.0563 |
Ratio Avg Win / Avg Loss | 0.5566 | 0.5289 | 0.6612 | 0.5231 | 0.505 | 0.6 |
Largest Winning Trade | 7378 | 7378 | 7274 | 10624 | 9005 | 10624 |
Largest Losing Trade | -29231 | -29231 | -13564 | -29821 | -29821 | -15968 |
Avg Bars in Trades | 171 | 185 | 158 | 171 | 185 | 158 |
Avg Bars in Winners | 93 | 87 | 98 | 93 | 87 | 98 |
Avg Bars in Losers | 353 | 356 | 349 | 353 | 356 | 349 |
Bars Traded | 24586 | 13325 | 11261 | 24586 | 13325 | 11261 |
Profit Streak | 6.2016 | 6.2224 | 6.2016 | 6.2016 | 6.2224 | 6.2016 |
Trades During Streak | 5 | 3 | 2 | 5 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 316723 | -657971 | -74269 | 265756 | -657971 | -75009 |
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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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