Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 219533.9382 | -29916.8753 | 249450.8135 | 96559.5409 | -96475.1379 | 193034.6788 |
Total P&L (%) | 219.5339 | -29.9169 | 249.4508 | 96.5595 | -96.4751 | 193.0347 |
Avg Daily Profit (%) | 0.1436 | -0.0196 | 0.1632 | 0.0442 | -0.2186 | 0.0704 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -100183 | -119631 | -50062 | -257284 | -206655 | -123189 |
Profit Factor | 1.4869 | 0.9084 | 3.0072 | 1.1174 | 0.819 | 1.6658 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 67 | 29 | 38 | 67 | 29 | 38 |
Losing Trades | 19 | 14 | 5 | 19 | 14 | 5 |
Profitability (%) | 77.907 | 67.4419 | 88.3721 | 77.907 | 67.4419 | 88.3721 |
Ratio Avg Win / Avg Loss | 0.4216 | 0.4385 | 0.3957 | 0.3169 | 0.3954 | 0.2192 |
Largest Winning Trade | 31013 | 23496 | 31013 | 55560 | 39658 | 55560 |
Largest Losing Trade | -55638 | -55638 | -38993 | -129770 | -129770 | -113706 |
Avg Bars in Trades | 34 | 44 | 24 | 34 | 44 | 24 |
Avg Bars in Winners | 18 | 20 | 17 | 18 | 20 | 17 |
Avg Bars in Losers | 89 | 94 | 76 | 89 | 94 | 76 |
Bars Traded | 2941 | 1905 | 1035 | 2941 | 1905 | 1035 |
Profit Streak | 80.4814 | 80.4814 | 283.9814 | 80.4814 | 80.4814 | 283.9814 |
Trades During Streak | 7 | 3 | 6 | 7 | 3 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 141619 | -577098 | 601848 | -221268 | -577098 | -92166 |
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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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