Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 70572.3293 | 7843.5515 | 62728.7777 | 43265.0451 | -20774.3509 | 64039.396 |
Total P&L (%) | 70.5723 | 7.8436 | 62.7288 | 43.265 | -20.7744 | 64.0394 |
Avg Daily Profit (%) | 0.271 | 0.0301 | 0.2409 | 0.1382 | -0.0894 | 0.1902 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -59362 | -26871 | -54037 | -168469 | -71068 | -148410 |
Profit Factor | 1.2996 | 1.094 | 1.4123 | 1.0829 | 0.8885 | 1.1908 |
Total Trades | 112 | 56 | 56 | 112 | 56 | 56 |
Winning Trades | 82 | 38 | 44 | 82 | 38 | 44 |
Losing Trades | 30 | 18 | 12 | 30 | 18 | 12 |
Profitability (%) | 73.2143 | 67.8571 | 78.5714 | 73.2143 | 67.8571 | 78.5714 |
Ratio Avg Win / Avg Loss | 0.4755 | 0.5182 | 0.3852 | 0.3962 | 0.4209 | 0.3248 |
Largest Winning Trade | 13000 | 10350 | 13000 | 24787 | 18118 | 24787 |
Largest Losing Trade | -37075 | -12984 | -37075 | -88050 | -28453 | -88050 |
Avg Bars in Trades | 220 | 67 | 373 | 220 | 67 | 373 |
Avg Bars in Winners | 124 | 32 | 204 | 124 | 32 | 204 |
Avg Bars in Losers | 481 | 139 | 993 | 481 | 139 | 993 |
Bars Traded | 24668 | 3754 | 20914 | 24668 | 3754 | 20914 |
Profit Streak | 0 | 0 | 11.2331 | 0 | 0 | 11.2331 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 317947 | -616313 | -170520 | -139353 | -759914 | -182244 |
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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) |
---|