Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 74208.6723 | 5719.3978 | 68489.2745 | 73260.8928 | -1844.1202 | 75105.0131 |
Total P&L (%) | 74.2087 | 5.7194 | 68.4893 | 73.2609 | -1.8441 | 75.105 |
Avg Daily Profit (%) | 0.285 | 0.022 | 0.263 | 0.2113 | -0.0071 | 0.2154 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -35318 | -29452 | -29854 | -59116 | -38088 | -49319 |
Profit Factor | 1.3428 | 1.0394 | 1.9592 | 1.2245 | 0.9912 | 1.6426 |
Total Trades | 124 | 62 | 62 | 124 | 62 | 62 |
Winning Trades | 91 | 40 | 51 | 91 | 40 | 51 |
Losing Trades | 33 | 22 | 11 | 33 | 22 | 11 |
Profitability (%) | 73.3871 | 64.5161 | 82.2581 | 73.3871 | 64.5161 | 82.2581 |
Ratio Avg Win / Avg Loss | 0.4869 | 0.5717 | 0.4226 | 0.444 | 0.5452 | 0.3543 |
Largest Winning Trade | 13486 | 13486 | 6758 | 20810 | 20810 | 8082 |
Largest Losing Trade | -18586 | -15459 | -18586 | -31682 | -31682 | -28526 |
Avg Bars in Trades | 198 | 207 | 189 | 198 | 207 | 189 |
Avg Bars in Winners | 134 | 122 | 144 | 134 | 122 | 144 |
Avg Bars in Losers | 375 | 364 | 399 | 375 | 364 | 399 |
Bars Traded | 24671 | 12892 | 11779 | 24671 | 12892 | 11779 |
Profit Streak | 0 | 0 | 8.4885 | 0 | 0 | 8.4885 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 333668 | -661830 | -141793 | 284969 | -734472 | -142711 |
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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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