Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 397244.4626 | 350313.048 | 46931.4147 | 197531.8758 | 234010.6877 | -36478.8119 |
Total P&L (%) | 397.2445 | 350.313 | 46.9314 | 197.5319 | 234.0107 | -36.4788 |
Avg Daily Profit (%) | 0.1736 | 0.1531 | 0.0205 | 0.0477 | 0.0527 | -0.0198 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -98093 | -152866 | -159924 | -250891 | -177461 | -262658 |
Profit Factor | 1.6649 | 2.1486 | 1.1605 | 1.2346 | 1.5716 | 0.9157 |
Total Trades | 67 | 33 | 34 | 67 | 33 | 34 |
Winning Trades | 35 | 15 | 20 | 35 | 15 | 20 |
Losing Trades | 32 | 18 | 14 | 32 | 18 | 14 |
Profitability (%) | 52.2388 | 45.4545 | 58.8235 | 52.2388 | 45.4545 | 58.8235 |
Ratio Avg Win / Avg Loss | 1.5222 | 2.5784 | 0.8123 | 1.1288 | 1.8859 | 0.641 |
Largest Winning Trade | 134662 | 134662 | 50042 | 106573 | 106573 | 81193 |
Largest Losing Trade | -42976 | -39434 | -42976 | -80970 | -46535 | -80970 |
Avg Bars in Trades | 94 | 115 | 74 | 94 | 115 | 74 |
Avg Bars in Winners | 107 | 130 | 89 | 107 | 130 | 89 |
Avg Bars in Losers | 81 | 102 | 54 | 81 | 102 | 54 |
Bars Traded | 6354 | 3808 | 2546 | 6354 | 3808 | 2546 |
Profit Streak | 126.9451 | 126.9451 | 239.6118 | 126.9451 | 126.9451 | 239.6118 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -108809 | 362932 | -210273 | -248933 | -120889 | -578297 |
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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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