Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 227735.7222 | 1002.8665 | 226732.8557 | 335267.9524 | -135631.2744 | 470899.2268 |
Total P&L (%) | 227.7357 | 1.0029 | 226.7329 | 335.268 | -135.6313 | 470.8992 |
Avg Daily Profit (%) | 0.2199 | 0.001 | 0.2189 | 0.1421 | 0 | 0.1683 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -71260 | -73757 | -21108 | -348252 | -318016 | -105477 |
Profit Factor | 1.9816 | 1.0057 | 5.0879 | 1.4503 | 0.7536 | 3.4248 |
Total Trades | 112 | 56 | 56 | 112 | 56 | 56 |
Winning Trades | 92 | 42 | 50 | 92 | 42 | 50 |
Losing Trades | 20 | 14 | 6 | 20 | 14 | 6 |
Profitability (%) | 82.1429 | 75 | 89.2857 | 82.1429 | 75 | 89.2857 |
Ratio Avg Win / Avg Loss | 0.4308 | 0.3352 | 0.6105 | 0.3153 | 0.2512 | 0.411 |
Largest Winning Trade | 28816 | 28816 | 17906 | 60251 | 60251 | 48229 |
Largest Losing Trade | -67545 | -67545 | -21108 | -315304 | -315304 | -105477 |
Avg Bars in Trades | 25 | 25 | 25 | 25 | 25 | 25 |
Avg Bars in Winners | 13 | 9 | 16 | 13 | 9 | 16 |
Avg Bars in Losers | 80 | 73 | 99 | 80 | 73 | 99 |
Bars Traded | 2819 | 1402 | 1417 | 2819 | 1402 | 1417 |
Profit Streak | 56.8612 | 92.5278 | 56.8612 | 56.8612 | 92.5278 | 56.8612 |
Trades During Streak | 4 | 6 | 2 | 4 | 6 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 546800 | -748289 | -161140 | 87321 | -755829 | -162882 |
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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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