Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 70918.9925 | 20835.2401 | 50083.7524 | 66134.456 | 22827.052 | 43307.404 |
Total P&L (%) | 70.919 | 20.8352 | 50.0838 | 66.1345 | 22.8271 | 43.3074 |
Avg Daily Profit (%) | 0.2723 | 0.08 | 0.1923 | 0.1951 | 0.079 | 0.1383 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -43935 | -25045 | -33086 | -63548 | -37666 | -63604 |
Profit Factor | 1.5244 | 1.3652 | 1.6404 | 1.3213 | 1.2844 | 1.3448 |
Total Trades | 77 | 39 | 38 | 77 | 39 | 38 |
Winning Trades | 52 | 25 | 27 | 52 | 25 | 27 |
Losing Trades | 25 | 14 | 11 | 25 | 14 | 11 |
Profitability (%) | 67.5325 | 64.1026 | 71.0526 | 67.5325 | 64.1026 | 71.0526 |
Ratio Avg Win / Avg Loss | 0.7329 | 0.7645 | 0.6683 | 0.6352 | 0.7193 | 0.5479 |
Largest Winning Trade | 13112 | 12349 | 13112 | 16446 | 16446 | 15437 |
Largest Losing Trade | -33056 | -22046 | -33056 | -63548 | -31601 | -63548 |
Avg Bars in Trades | 294 | 216 | 374 | 294 | 216 | 374 |
Avg Bars in Winners | 175 | 130 | 218 | 175 | 130 | 218 |
Avg Bars in Losers | 541 | 370 | 759 | 541 | 370 | 759 |
Bars Traded | 22682 | 8442 | 14240 | 22682 | 8442 | 14240 |
Profit Streak | 29.4031 | 44.3719 | 29.4031 | 29.4031 | 44.3719 | 29.4031 |
Trades During Streak | 7 | 4 | 3 | 7 | 4 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -35487 | -91699 | 337262 | -37646 | -92229 | -8878 |
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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) |
---|