Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 396169.631 | 256752.1135 | 139417.5175 | 132054.5705 | 34572.7519 | 97481.8186 |
Total P&L (%) | 396.1696 | 256.7521 | 139.4175 | 132.0546 | 34.5728 | 97.4818 |
Avg Daily Profit (%) | 0.2661 | 0.1724 | 0.0936 | 0.0566 | 0.0199 | 0.0457 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -103118 | -123509 | -53488 | -234128 | -216870 | -62831 |
Profit Factor | 1.8723 | 1.9568 | 1.7503 | 1.2949 | 1.1235 | 1.5809 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 35 | 16 | 19 | 35 | 16 | 19 |
Losing Trades | 23 | 13 | 10 | 23 | 13 | 10 |
Profitability (%) | 60.3448 | 55.1724 | 65.5172 | 60.3448 | 55.1724 | 65.5172 |
Ratio Avg Win / Avg Loss | 1.2304 | 1.5899 | 0.9212 | 0.8509 | 0.9128 | 0.8321 |
Largest Winning Trade | 125458 | 125458 | 58335 | 185971 | 185971 | 104983 |
Largest Losing Trade | -79169 | -38206 | -79169 | -121791 | -121791 | -79169 |
Avg Bars in Trades | 72 | 65 | 80 | 72 | 65 | 80 |
Avg Bars in Winners | 93 | 81 | 103 | 93 | 81 | 103 |
Avg Bars in Losers | 41 | 45 | 36 | 41 | 45 | 36 |
Bars Traded | 4233 | 1896 | 2336 | 4233 | 1896 | 2336 |
Profit Streak | 89.2153 | 109.2153 | 89.2153 | 89.2153 | 109.2153 | 89.2153 |
Trades During Streak | 3 | 3 | 1 | 3 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -166168 | 470570 | -64908 | -295816 | -253306 | -129209 |
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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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