Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 75180.3788 | 16657.9557 | 58522.4231 | 55861.0265 | -6983.4656 | 62844.4921 |
Total P&L (%) | 75.1804 | 16.658 | 58.5224 | 55.861 | -6.9835 | 62.8445 |
Avg Daily Profit (%) | 0.2887 | 0.064 | 0.2247 | 0.1706 | -0.0278 | 0.1874 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -55599 | -47017 | -27305 | -77810 | -69923 | -29595 |
Profit Factor | 1.4131 | 1.1264 | 2.1649 | 1.2413 | 0.9586 | 2.0024 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 41 | 16 | 25 | 41 | 16 | 25 |
Losing Trades | 35 | 22 | 13 | 35 | 22 | 13 |
Profitability (%) | 53.9474 | 42.1053 | 65.7895 | 53.9474 | 42.1053 | 65.7895 |
Ratio Avg Win / Avg Loss | 1.2063 | 1.5488 | 1.1258 | 1.0596 | 1.3181 | 1.0413 |
Largest Winning Trade | 51109 | 51109 | 16179 | 55032 | 55032 | 18376 |
Largest Losing Trade | -21122 | -21122 | -14881 | -28563 | -28563 | -19902 |
Avg Bars in Trades | 325 | 358 | 292 | 325 | 358 | 292 |
Avg Bars in Winners | 275 | 292 | 265 | 275 | 292 | 265 |
Avg Bars in Losers | 383 | 407 | 343 | 383 | 407 | 343 |
Bars Traded | 24734 | 13634 | 11100 | 24734 | 13634 | 11100 |
Profit Streak | 21.5401 | 21.5401 | 28.2901 | 21.5401 | 21.5401 | 28.2901 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -44040 | -200878 | 422927 | -47042 | -583013 | 410532 |
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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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