Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 75632.734 | 6898.0235 | 68734.7105 | 30692.2505 | 11231.4345 | 19460.8159 |
Total P&L (%) | 75.6327 | 6.898 | 68.7347 | 30.6923 | 11.2314 | 19.4608 |
Avg Daily Profit (%) | 0.2904 | 0.0265 | 0.2639 | 0.1028 | 0.0409 | 0.0683 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -72943 | -43054 | -62337 | -129923 | -38883 | -112569 |
Profit Factor | 1.2867 | 1.0509 | 1.536 | 1.0919 | 1.0754 | 1.1053 |
Total Trades | 105 | 52 | 53 | 105 | 52 | 53 |
Winning Trades | 73 | 33 | 40 | 73 | 33 | 40 |
Losing Trades | 32 | 19 | 13 | 32 | 19 | 13 |
Profitability (%) | 69.5238 | 63.4615 | 75.4717 | 69.5238 | 63.4615 | 75.4717 |
Ratio Avg Win / Avg Loss | 0.5641 | 0.6051 | 0.4992 | 0.4787 | 0.6191 | 0.3592 |
Largest Winning Trade | 14983 | 12567 | 14983 | 19302 | 12055 | 19302 |
Largest Losing Trade | -51943 | -29404 | -51943 | -91450 | -29061 | -91450 |
Avg Bars in Trades | 226 | 226 | 225 | 226 | 226 | 225 |
Avg Bars in Winners | 128 | 112 | 140 | 128 | 112 | 140 |
Avg Bars in Losers | 449 | 423 | 487 | 449 | 423 | 487 |
Bars Traded | 23731 | 11762 | 11969 | 23731 | 11762 | 11969 |
Profit Streak | 11.9557 | 26.6223 | 11.9557 | 11.9557 | 26.6223 | 11.9557 |
Trades During Streak | 2 | 4 | 1 | 2 | 4 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 342334 | -667674 | -169582 | -177025 | -583271 | -392866 |
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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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