Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 159809.3504 | 70677.7457 | 89131.6047 | 147945.962 | 26023.8522 | 121922.1097 |
Total P&L (%) | 159.8094 | 70.6777 | 89.1316 | 147.946 | 26.0239 | 121.9221 |
Avg Daily Profit (%) | 0.1722 | 0.0762 | 0.096 | 0.0979 | 0.0249 | 0.0859 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -51969 | -43443 | -32897 | -157565 | -116052 | -91085 |
Profit Factor | 1.5994 | 1.4969 | 1.7165 | 1.2674 | 1.0901 | 1.4611 |
Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Winning Trades | 43 | 19 | 24 | 43 | 19 | 24 |
Losing Trades | 51 | 28 | 23 | 51 | 28 | 23 |
Profitability (%) | 45.7447 | 40.4255 | 51.0638 | 45.7447 | 40.4255 | 51.0638 |
Ratio Avg Win / Avg Loss | 1.8969 | 2.206 | 1.6449 | 1.5031 | 1.6064 | 1.4002 |
Largest Winning Trade | 66359 | 66359 | 47304 | 103035 | 70138 | 103035 |
Largest Losing Trade | -22958 | -20164 | -22958 | -62247 | -41962 | -62247 |
Avg Bars in Trades | 55 | 48 | 62 | 55 | 48 | 62 |
Avg Bars in Winners | 89 | 79 | 97 | 89 | 79 | 97 |
Avg Bars in Losers | 27 | 27 | 26 | 27 | 27 | 26 |
Bars Traded | 5241 | 2285 | 2956 | 5241 | 2285 | 2956 |
Profit Streak | 87.3128 | 112.9795 | 0 | 87.3128 | 112.9795 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 344234 | -91544 | -61271 | -62127 | -286071 | -76936 |
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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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