Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 75816.38 | 4608.1789 | 71208.201 | 81989.1218 | 2482.7383 | 79506.3835 |
Total P&L (%) | 75.8164 | 4.6082 | 71.2082 | 81.9891 | 2.4827 | 79.5064 |
Avg Daily Profit (%) | 0.2911 | 0.0177 | 0.2734 | 0.2302 | 0.0094 | 0.2249 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -35165 | -35627 | -16401 | -35545 | -36004 | -24233 |
Profit Factor | 1.4489 | 1.0392 | 2.3869 | 1.3587 | 1.0163 | 2.0404 |
Total Trades | 114 | 57 | 57 | 114 | 57 | 57 |
Winning Trades | 84 | 38 | 46 | 84 | 38 | 46 |
Losing Trades | 30 | 19 | 11 | 30 | 19 | 11 |
Profitability (%) | 73.6842 | 66.6667 | 80.7018 | 73.6842 | 66.6667 | 80.7018 |
Ratio Avg Win / Avg Loss | 0.5175 | 0.5196 | 0.5708 | 0.4853 | 0.5082 | 0.4879 |
Largest Winning Trade | 9067 | 9067 | 7105 | 10895 | 10895 | 9615 |
Largest Losing Trade | -28995 | -28995 | -11067 | -28946 | -28946 | -16101 |
Avg Bars in Trades | 212 | 229 | 195 | 212 | 229 | 195 |
Avg Bars in Winners | 128 | 121 | 134 | 128 | 121 | 134 |
Avg Bars in Losers | 447 | 444 | 451 | 447 | 444 | 451 |
Bars Traded | 24209 | 13071 | 11138 | 24209 | 13071 | 11138 |
Profit Streak | 4.9518 | 4.9518 | 19.4102 | 4.9518 | 4.9518 | 19.4102 |
Trades During Streak | 2 | 1 | 3 | 2 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 400379 | -692684 | -166004 | 361794 | -728889 | -167088 |
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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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