Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 307253.0177 | 59386.975 | 247866.0427 | 373132.305 | 114807.482 | 258324.823 |
Total P&L (%) | 307.253 | 59.387 | 247.866 | 373.1323 | 114.8075 | 258.3248 |
Avg Daily Profit (%) | 0.2019 | 0.039 | 0.1629 | 0.1022 | 0.0503 | 0.0839 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -76593 | -120945 | -57845 | -173608 | -126563 | -183116 |
Profit Factor | 1.6987 | 1.2174 | 2.4873 | 1.4921 | 1.2749 | 1.7584 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 41 | 15 | 26 | 41 | 15 | 26 |
Losing Trades | 31 | 21 | 10 | 31 | 21 | 10 |
Profitability (%) | 56.9444 | 41.6667 | 72.2222 | 56.9444 | 41.6667 | 72.2222 |
Ratio Avg Win / Avg Loss | 1.2844 | 1.7044 | 0.9567 | 1.1282 | 1.7848 | 0.6763 |
Largest Winning Trade | 57177 | 57177 | 41589 | 99452 | 99452 | 59439 |
Largest Losing Trade | -41030 | -32783 | -41030 | -95429 | -76922 | -95429 |
Avg Bars in Trades | 59 | 59 | 59 | 59 | 59 | 59 |
Avg Bars in Winners | 59 | 59 | 59 | 59 | 59 | 59 |
Avg Bars in Losers | 59 | 59 | 59 | 59 | 59 | 59 |
Bars Traded | 4279 | 2140 | 2139 | 4279 | 2140 | 2139 |
Profit Streak | 104.8575 | 104.8575 | 124.8575 | 104.8575 | 104.8575 | 124.8575 |
Trades During Streak | 5 | 2 | 3 | 5 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -71422 | -143072 | 485882 | -136463 | -127039 | -76142 |
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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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