Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 76939.3605 | 47807.24 | 29132.1205 | 57827.0066 | 49833.034 | 7993.9726 |
Total P&L (%) | 76.9394 | 47.8072 | 29.1321 | 57.827 | 49.833 | 7.994 |
Avg Daily Profit (%) | 0.5539 | 0.3442 | 0.2097 | 0.329 | 0.2915 | 0.0554 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -54547 | -32071 | -56559 | -56200 | -27392 | -57094 |
Profit Factor | 1.3963 | 1.6656 | 1.2381 | 1.2982 | 1.7748 | 1.0617 |
Total Trades | 123 | 62 | 61 | 123 | 62 | 61 |
Winning Trades | 88 | 43 | 45 | 88 | 43 | 45 |
Losing Trades | 35 | 19 | 16 | 35 | 19 | 16 |
Profitability (%) | 71.5447 | 69.3548 | 73.7705 | 71.5447 | 69.3548 | 73.7705 |
Ratio Avg Win / Avg Loss | 0.5553 | 0.736 | 0.4402 | 0.5163 | 0.7842 | 0.3775 |
Largest Winning Trade | 13416 | 11743 | 13416 | 10778 | 9198 | 10778 |
Largest Losing Trade | -40345 | -19042 | -40345 | -38592 | -15945 | -38592 |
Avg Bars in Trades | 107 | 106 | 108 | 107 | 106 | 108 |
Avg Bars in Winners | 81 | 82 | 79 | 81 | 82 | 79 |
Avg Bars in Losers | 172 | 159 | 188 | 172 | 159 | 188 |
Bars Traded | 13179 | 6575 | 6604 | 13179 | 6575 | 6604 |
Profit Streak | 131.4026 | 131.4026 | 140.3921 | 131.4026 | 131.4026 | 140.3921 |
Trades During Streak | 4 | 2 | 6 | 4 | 2 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 445438 | -144790 | -156378 | 325475 | -144850 | -598009 |
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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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