Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 77392.773 | 33231.0989 | 44161.6741 | 107297.97 | 40802.6458 | 66495.3241 |
Total P&L (%) | 77.3928 | 33.2311 | 44.1617 | 107.298 | 40.8026 | 66.4953 |
Avg Daily Profit (%) | 1.486 | 0.6381 | 0.848 | 1.4096 | 0.6592 | 0.9837 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -11795 | -16248 | -3440 | -23524 | -29027 | -5439 |
Profit Factor | 2.0589 | 1.542 | 4.7479 | 1.8403 | 1.3783 | 4.3504 |
Total Trades | 106 | 53 | 53 | 106 | 53 | 53 |
Winning Trades | 69 | 32 | 37 | 69 | 32 | 37 |
Losing Trades | 37 | 21 | 16 | 37 | 21 | 16 |
Profitability (%) | 65.0943 | 60.3774 | 69.8113 | 65.0943 | 60.3774 | 69.8113 |
Ratio Avg Win / Avg Loss | 1.104 | 1.012 | 2.0531 | 0.9868 | 0.9045 | 1.8813 |
Largest Winning Trade | 7204 | 7204 | 7004 | 11446 | 10307 | 11446 |
Largest Losing Trade | -10677 | -10677 | -2721 | -18295 | -18295 | -4126 |
Avg Bars in Trades | 223 | 317 | 128 | 223 | 317 | 128 |
Avg Bars in Winners | 163 | 223 | 111 | 163 | 223 | 111 |
Avg Bars in Losers | 334 | 461 | 168 | 334 | 461 | 168 |
Bars Traded | 23639 | 16830 | 6808 | 23639 | 16830 | 6808 |
Profit Streak | 13.4449 | 13.4449 | 19.297 | 13.4449 | 13.4449 | 19.297 |
Trades During Streak | 3 | 1 | 6 | 3 | 1 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 641869 | -170059 | -159106 | 564291 | -171873 | -157661 |
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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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