Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 73723.0454 | 2203.0014 | 71520.044 | 44604.0831 | -9755.6843 | 54359.7674 |
Total P&L (%) | 73.723 | 2.203 | 71.52 | 44.6041 | -9.7557 | 54.3598 |
Avg Daily Profit (%) | 0.2831 | 0.0085 | 0.2746 | 0.1417 | -0.0394 | 0.1668 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -67843 | -37342 | -53527 | -66489 | -35570 | -52602 |
Profit Factor | 1.3223 | 1.0162 | 1.7733 | 1.1845 | 0.9302 | 1.5333 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 53 | 21 | 32 | 53 | 21 | 32 |
Losing Trades | 37 | 24 | 13 | 37 | 24 | 13 |
Profitability (%) | 58.8889 | 46.6667 | 71.1111 | 58.8889 | 46.6667 | 71.1111 |
Ratio Avg Win / Avg Loss | 0.9231 | 1.1613 | 0.7204 | 0.8269 | 1.0631 | 0.6229 |
Largest Winning Trade | 33185 | 33185 | 14197 | 26704 | 26704 | 15780 |
Largest Losing Trade | -40376 | -17977 | -40376 | -37631 | -25548 | -37631 |
Avg Bars in Trades | 271 | 290 | 252 | 271 | 290 | 252 |
Avg Bars in Winners | 169 | 185 | 159 | 169 | 185 | 159 |
Avg Bars in Losers | 416 | 382 | 480 | 416 | 382 | 480 |
Bars Traded | 24437 | 13075 | 11362 | 24437 | 13075 | 11362 |
Profit Streak | 1.8144 | 0 | 10.0748 | 1.8144 | 0 | 10.0748 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 167084 | -552674 | 392858 | -27159 | -581737 | 295439 |
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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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