Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 489970.285 | 354085.4023 | 135884.8827 | 363238.4319 | 284363.9792 | 78874.4526 |
Total P&L (%) | 489.9703 | 354.0854 | 135.8849 | 363.2384 | 284.364 | 78.8745 |
Avg Daily Profit (%) | 0.3606 | 0.2606 | 0.1 | 0.1129 | 0.0991 | 0.0428 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -120358 | -81611 | -92233 | -235166 | -124064 | -277413 |
Profit Factor | 1.8947 | 2.2713 | 1.5049 | 1.3615 | 1.6372 | 1.1412 |
Total Trades | 101 | 51 | 50 | 101 | 51 | 50 |
Winning Trades | 42 | 16 | 26 | 42 | 16 | 26 |
Losing Trades | 59 | 35 | 24 | 59 | 35 | 24 |
Profitability (%) | 41.5842 | 31.3725 | 52 | 41.5842 | 31.3725 | 52 |
Ratio Avg Win / Avg Loss | 2.6616 | 4.9685 | 1.3892 | 1.9125 | 3.5815 | 1.0534 |
Largest Winning Trade | 279339 | 279339 | 52779 | 173900 | 173900 | 111608 |
Largest Losing Trade | -58159 | -21363 | -58159 | -98573 | -46707 | -98573 |
Avg Bars in Trades | 158 | 139 | 178 | 158 | 139 | 178 |
Avg Bars in Winners | 269 | 278 | 264 | 269 | 278 | 264 |
Avg Bars in Losers | 79 | 75 | 84 | 79 | 75 | 84 |
Bars Traded | 16019 | 7115 | 8904 | 16019 | 7115 | 8904 |
Profit Streak | 35.757 | 35.757 | 51.507 | 35.757 | 35.757 | 51.507 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 380788 | -174571 | -236951 | -42743 | -244568 | -379762 |
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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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