Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 85425.4856 | 70929.2602 | 14496.2255 | 24128.1653 | 30499.6725 | -6371.5072 |
Total P&L (%) | 85.4255 | 70.9293 | 14.4962 | 24.1282 | 30.4997 | -6.3715 |
Avg Daily Profit (%) | 0.3208 | 0.2663 | 0.0544 | 0.0812 | 0.1 | -0.0247 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -79052 | -44890 | -84166 | -124153 | -79090 | -116026 |
Profit Factor | 1.3071 | 1.6661 | 1.0844 | 1.0671 | 1.1976 | 0.969 |
Total Trades | 73 | 36 | 37 | 73 | 36 | 37 |
Winning Trades | 37 | 17 | 20 | 37 | 17 | 20 |
Losing Trades | 36 | 19 | 17 | 36 | 19 | 17 |
Profitability (%) | 50.6849 | 47.2222 | 54.0541 | 50.6849 | 47.2222 | 54.0541 |
Ratio Avg Win / Avg Loss | 1.2718 | 1.8621 | 0.9218 | 1.0383 | 1.3385 | 0.8236 |
Largest Winning Trade | 42796 | 42796 | 30539 | 38857 | 38857 | 36598 |
Largest Losing Trade | -34887 | -28866 | -34887 | -55143 | -55143 | -44721 |
Avg Bars in Trades | 163 | 159 | 166 | 163 | 159 | 166 |
Avg Bars in Winners | 155 | 160 | 150 | 155 | 160 | 150 |
Avg Bars in Losers | 171 | 158 | 186 | 171 | 158 | 186 |
Bars Traded | 11912 | 5745 | 6167 | 11912 | 5745 | 6167 |
Profit Streak | 282.3743 | 0 | 300.791 | 282.3743 | 0 | 300.791 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -68196 | 319851 | -275312 | -312373 | -68170 | -580656 |
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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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