Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 69156.9946 | 23944.5644 | 45212.4302 | 82605.8463 | 19877.266 | 62728.5803 |
Total P&L (%) | 69.157 | 23.9446 | 45.2124 | 82.6058 | 19.8773 | 62.7286 |
Avg Daily Profit (%) | 0.1506 | 0.0522 | 0.0985 | 0.1313 | 0.0395 | 0.1061 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -30533 | -18073 | -21021 | -55585 | -32933 | -39850 |
Profit Factor | 1.7082 | 1.4898 | 1.9271 | 1.5339 | 1.2503 | 1.8329 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 66 | 30 | 36 | 66 | 30 | 36 |
Losing Trades | 20 | 13 | 7 | 20 | 13 | 7 |
Profitability (%) | 76.7442 | 69.7674 | 83.7209 | 76.7442 | 69.7674 | 83.7209 |
Ratio Avg Win / Avg Loss | 0.5176 | 0.6456 | 0.3747 | 0.4648 | 0.5418 | 0.3564 |
Largest Winning Trade | 10152 | 8335 | 10152 | 16830 | 8569 | 16830 |
Largest Losing Trade | -19814 | -14177 | -19814 | -36505 | -26052 | -36505 |
Avg Bars in Trades | 120 | 124 | 116 | 120 | 124 | 116 |
Avg Bars in Winners | 65 | 64 | 67 | 65 | 64 | 67 |
Avg Bars in Losers | 301 | 264 | 368 | 301 | 264 | 368 |
Bars Traded | 10358 | 5365 | 4993 | 10358 | 5365 | 4993 |
Profit Streak | 591.7209 | 591.7209 | 663.8459 | 591.7209 | 591.7209 | 663.8459 |
Trades During Streak | 3 | 1 | 7 | 3 | 1 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 437231 | -125512 | -57437 | -13412 | -146566 | -46166 |
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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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