Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 251399.3071 | 88433.8533 | 162965.4538 | -28319.818 | -95556.3467 | 67236.5287 |
Total P&L (%) | 251.3993 | 88.4339 | 162.9655 | -28.3198 | -95.5563 | 67.2365 |
Avg Daily Profit (%) | 0.1689 | 0.0594 | 0.1095 | -0.0224 | -0.209 | 0.0346 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -133013 | -72894 | -29871 | -117438 | -121661 | -33620 |
Profit Factor | 1.5115 | 1.22 | 2.8209 | 0.9342 | 0.7335 | 1.9335 |
Total Trades | 119 | 59 | 60 | 119 | 59 | 60 |
Winning Trades | 99 | 47 | 52 | 99 | 47 | 52 |
Losing Trades | 20 | 12 | 8 | 20 | 12 | 8 |
Profitability (%) | 83.1933 | 79.661 | 86.6667 | 83.1933 | 79.661 | 86.6667 |
Ratio Avg Win / Avg Loss | 0.3053 | 0.3115 | 0.434 | 0.1887 | 0.1873 | 0.2975 |
Largest Winning Trade | 35812 | 35812 | 16788 | 26167 | 26167 | 9964 |
Largest Losing Trade | -72894 | -72894 | -29505 | -114406 | -114406 | -33620 |
Avg Bars in Trades | 48 | 88 | 9 | 48 | 88 | 9 |
Avg Bars in Winners | 11 | 16 | 6 | 11 | 16 | 6 |
Avg Bars in Losers | 233 | 369 | 29 | 233 | 369 | 29 |
Bars Traded | 5769 | 5203 | 566 | 5769 | 5203 | 566 |
Profit Streak | 87.6875 | 87.6875 | 299.9375 | 87.6875 | 87.6875 | 299.9375 |
Trades During Streak | 11 | 5 | 9 | 11 | 5 | 9 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 486370 | -287049 | -207113 | -574332 | -752163 | -308917 |
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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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