Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 131276.9528 | 92150.7706 | 39126.1822 | 118797.2379 | 40612.8294 | 78184.4085 |
Total P&L (%) | 131.277 | 92.1508 | 39.1262 | 118.7972 | 40.6128 | 78.1844 |
Avg Daily Profit (%) | 0.4929 | 0.346 | 0.1469 | 0.2944 | 0.1281 | 0.2171 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -57008 | -59402 | -47100 | -58397 | -68033 | -41224 |
Profit Factor | 1.5816 | 1.6619 | 1.4523 | 1.4712 | 1.233 | 2.0042 |
Total Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Winning Trades | 27 | 14 | 13 | 27 | 14 | 13 |
Losing Trades | 32 | 15 | 17 | 32 | 15 | 17 |
Profitability (%) | 45.7627 | 48.2759 | 43.3333 | 45.7627 | 48.2759 | 43.3333 |
Ratio Avg Win / Avg Loss | 1.8745 | 1.7807 | 1.8992 | 1.7436 | 1.3211 | 2.6209 |
Largest Winning Trade | 44934 | 44934 | 22458 | 45332 | 45332 | 40127 |
Largest Losing Trade | -36080 | -36080 | -9146 | -53336 | -53336 | -8567 |
Avg Bars in Trades | 206 | 309 | 106 | 206 | 309 | 106 |
Avg Bars in Winners | 261 | 367 | 147 | 261 | 367 | 147 |
Avg Bars in Losers | 159 | 254 | 75 | 159 | 254 | 75 |
Bars Traded | 12168 | 8966 | 3202 | 12168 | 8966 | 3202 |
Profit Streak | 265.4288 | 0 | 300.908 | 265.4288 | 0 | 300.908 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -168894 | 356925 | 8751 | -171265 | -26644 | 320625 |
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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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