Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 271037.8935 | 29927.6673 | 241110.2263 | 327386.4395 | -3254.1228 | 330640.5623 |
Total P&L (%) | 271.0379 | 29.9277 | 241.1102 | 327.3864 | -3.2541 | 330.6406 |
Avg Daily Profit (%) | 0.2621 | 0.0289 | 0.2332 | 0.1406 | -0.0032 | 0.1413 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -95133 | -103616 | -53169 | -247510 | -237660 | -179001 |
Profit Factor | 1.5879 | 1.0956 | 2.63 | 1.3172 | 0.995 | 1.8708 |
Total Trades | 130 | 65 | 65 | 130 | 65 | 65 |
Winning Trades | 103 | 50 | 53 | 103 | 50 | 53 |
Losing Trades | 27 | 15 | 12 | 27 | 15 | 12 |
Profitability (%) | 79.2308 | 76.9231 | 81.5385 | 79.2308 | 76.9231 | 81.5385 |
Ratio Avg Win / Avg Loss | 0.4162 | 0.3287 | 0.5955 | 0.3453 | 0.2985 | 0.4236 |
Largest Winning Trade | 32813 | 27552 | 32813 | 35595 | 35025 | 35595 |
Largest Losing Trade | -53169 | -38410 | -53169 | -179001 | -109166 | -179001 |
Avg Bars in Trades | 29 | 31 | 27 | 29 | 31 | 27 |
Avg Bars in Winners | 15 | 10 | 20 | 15 | 10 | 20 |
Avg Bars in Losers | 84 | 102 | 61 | 84 | 102 | 61 |
Bars Traded | 3864 | 2046 | 1818 | 3864 | 2046 | 1818 |
Profit Streak | 10.4352 | 90.9352 | 10.4352 | 10.4352 | 90.9352 | 10.4352 |
Trades During Streak | 2 | 13 | 1 | 2 | 13 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 508209 | -400893 | -116567 | -1063 | -707288 | -130331 |
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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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