Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 82714.9017 | 20908.4637 | 61806.438 | 52178.054 | 49062.7838 | 3115.2702 |
Total P&L (%) | 82.7149 | 20.9085 | 61.8064 | 52.1781 | 49.0628 | 3.1153 |
Avg Daily Profit (%) | 0.3176 | 0.0803 | 0.2373 | 0.1614 | 0.1534 | 0.0118 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -79733 | -42182 | -53929 | -192063 | -50256 | -156497 |
Profit Factor | 1.3706 | 1.2054 | 1.5089 | 1.1296 | 1.3569 | 1.0118 |
Total Trades | 99 | 49 | 50 | 99 | 49 | 50 |
Winning Trades | 67 | 31 | 36 | 67 | 31 | 36 |
Losing Trades | 32 | 18 | 14 | 32 | 18 | 14 |
Profitability (%) | 67.6768 | 63.2653 | 72 | 67.6768 | 63.2653 | 72 |
Ratio Avg Win / Avg Loss | 0.6546 | 0.6999 | 0.5868 | 0.5395 | 0.7879 | 0.3935 |
Largest Winning Trade | 14653 | 12618 | 14653 | 24990 | 24990 | 22065 |
Largest Losing Trade | -46204 | -29874 | -46204 | -135869 | -36242 | -135869 |
Avg Bars in Trades | 245 | 252 | 238 | 245 | 252 | 238 |
Avg Bars in Winners | 143 | 160 | 129 | 143 | 160 | 129 |
Avg Bars in Losers | 458 | 410 | 520 | 458 | 410 | 520 |
Bars Traded | 24307 | 12364 | 11943 | 24307 | 12364 | 11943 |
Profit Streak | 4.5292 | 11.3 | 4.5292 | 4.5292 | 11.3 | 4.5292 |
Trades During Streak | 2 | 3 | 1 | 2 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 347440 | -92257 | -171236 | -71300 | 234528 | -730463 |
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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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