Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 260018.2216 | 78765.0773 | 181253.1443 | 305900.1794 | -63894.7059 | 369794.8853 |
Total P&L (%) | 260.0182 | 78.7651 | 181.2531 | 305.9002 | -63.8947 | 369.7949 |
Avg Daily Profit (%) | 0.2515 | 0.0762 | 0.1753 | 0.1356 | -0.0985 | 0.1497 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -94340 | -65425 | -56933 | -224104 | -245260 | -147380 |
Profit Factor | 1.7614 | 1.3984 | 2.2605 | 1.3496 | 0.8722 | 1.9862 |
Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Winning Trades | 30 | 12 | 18 | 30 | 12 | 18 |
Losing Trades | 33 | 20 | 13 | 33 | 20 | 13 |
Profitability (%) | 47.619 | 37.5 | 58.0645 | 47.619 | 37.5 | 58.0645 |
Ratio Avg Win / Avg Loss | 1.9375 | 2.3306 | 1.6326 | 1.4845 | 1.4537 | 1.4345 |
Largest Winning Trade | 95377 | 95377 | 44406 | 113576 | 95377 | 113576 |
Largest Losing Trade | -31510 | -22106 | -31510 | -103574 | -61461 | -103574 |
Avg Bars in Trades | 93 | 61 | 126 | 93 | 61 | 126 |
Avg Bars in Winners | 115 | 68 | 147 | 115 | 68 | 147 |
Avg Bars in Losers | 73 | 57 | 97 | 73 | 57 | 97 |
Bars Traded | 5898 | 1966 | 3932 | 5898 | 1966 | 3932 |
Profit Streak | 45.4071 | 60.7404 | 45.4071 | 45.4071 | 60.7404 | 45.4071 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -139105 | -93361 | 477882 | -162153 | -583028 | 398422 |
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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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