Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 179340.4313 | 81713.2865 | 97627.1449 | 185407.7584 | -53339.9817 | 238747.7401 |
Total P&L (%) | 179.3404 | 81.7133 | 97.6271 | 185.4078 | -53.34 | 238.7477 |
Avg Daily Profit (%) | 0.1939 | 0.0883 | 0.1055 | 0.1134 | -0.0824 | 0.132 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -55836 | -54075 | -51271 | -280437 | -281656 | -177264 |
Profit Factor | 1.6873 | 1.5424 | 1.8853 | 1.1933 | 0.9117 | 1.6727 |
Total Trades | 93 | 47 | 46 | 93 | 47 | 46 |
Winning Trades | 56 | 29 | 27 | 56 | 29 | 27 |
Losing Trades | 37 | 18 | 19 | 37 | 18 | 19 |
Profitability (%) | 60.2151 | 61.7021 | 58.6957 | 60.2151 | 61.7021 | 58.6957 |
Ratio Avg Win / Avg Loss | 1.1148 | 0.9574 | 1.3267 | 0.7884 | 0.5659 | 1.1771 |
Largest Winning Trade | 61451 | 61451 | 29795 | 146298 | 146298 | 98869 |
Largest Losing Trade | -43346 | -43346 | -24837 | -192276 | -192276 | -89703 |
Avg Bars in Trades | 27 | 38 | 15 | 27 | 38 | 15 |
Avg Bars in Winners | 26 | 32 | 19 | 26 | 32 | 19 |
Avg Bars in Losers | 29 | 48 | 10 | 29 | 48 | 10 |
Bars Traded | 2549 | 1817 | 732 | 2549 | 1817 | 732 |
Profit Streak | 13.039 | 13.039 | 14.039 | 13.039 | 13.039 | 14.039 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 453056 | -72916 | -47539 | -48203 | -578571 | -12690 |
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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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