Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 66832.7335 | 18707.0845 | 48125.649 | 55678.2703 | 34609.6315 | 21068.6388 |
Total P&L (%) | 66.8327 | 18.7071 | 48.1256 | 55.6783 | 34.6096 | 21.0686 |
Avg Daily Profit (%) | 0.2566 | 0.0718 | 0.1848 | 0.1701 | 0.1142 | 0.0734 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -39157 | -15721 | -42092 | -91674 | -19647 | -97582 |
Profit Factor | 1.3999 | 1.4195 | 1.3928 | 1.1873 | 1.5687 | 1.0891 |
Total Trades | 107 | 54 | 53 | 107 | 54 | 53 |
Winning Trades | 75 | 38 | 37 | 75 | 38 | 37 |
Losing Trades | 32 | 16 | 16 | 32 | 16 | 16 |
Profitability (%) | 70.0935 | 70.3704 | 69.8113 | 70.0935 | 70.3704 | 69.8113 |
Ratio Avg Win / Avg Loss | 0.5973 | 0.5977 | 0.6023 | 0.5066 | 0.6605 | 0.471 |
Largest Winning Trade | 14553 | 10298 | 14553 | 28015 | 10490 | 28015 |
Largest Losing Trade | -34490 | -12115 | -34490 | -70962 | -15091 | -70962 |
Avg Bars in Trades | 215 | 33 | 401 | 215 | 33 | 401 |
Avg Bars in Winners | 132 | 22 | 244 | 132 | 22 | 244 |
Avg Bars in Losers | 410 | 59 | 762 | 410 | 59 | 762 |
Bars Traded | 23056 | 1799 | 21257 | 23056 | 1799 | 21257 |
Profit Streak | 12.0755 | 46.5443 | 0 | 12.0755 | 46.5443 | 0 |
Trades During Streak | 1 | 8 | 0 | 1 | 8 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 335353 | -282814 | -173907 | -7345 | -220376 | -404097 |
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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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