Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 239146.4081 | 211993.3543 | 27153.0538 | 234492.5318 | 129762.5358 | 104729.996 |
Total P&L (%) | 239.1464 | 211.9934 | 27.1531 | 234.4925 | 129.7625 | 104.73 |
Avg Daily Profit (%) | 0.1928 | 0.1709 | 0.0219 | 0.0974 | 0.0671 | 0.0578 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -85229 | -78595 | -18656 | -499733 | -531849 | -34674 |
Profit Factor | 1.8494 | 1.8933 | 1.6138 | 1.1919 | 1.1165 | 1.9747 |
Total Trades | 79 | 39 | 40 | 79 | 39 | 40 |
Winning Trades | 58 | 32 | 26 | 58 | 32 | 26 |
Losing Trades | 21 | 7 | 14 | 21 | 7 | 14 |
Profitability (%) | 73.4177 | 82.0513 | 65 | 73.4177 | 82.0513 | 65 |
Ratio Avg Win / Avg Loss | 0.6696 | 0.4142 | 0.869 | 0.4316 | 0.2442 | 1.0633 |
Largest Winning Trade | 51718 | 51718 | 8453 | 168446 | 168446 | 26809 |
Largest Losing Trade | -56055 | -56055 | -17601 | -324574 | -324574 | -33006 |
Avg Bars in Trades | 85 | 169 | 4 | 85 | 169 | 4 |
Avg Bars in Winners | 43 | 76 | 2 | 43 | 76 | 2 |
Avg Bars in Losers | 203 | 596 | 7 | 203 | 596 | 7 |
Bars Traded | 6788 | 6627 | 161 | 6788 | 6627 | 161 |
Profit Streak | 49.8592 | 82.1926 | 49.8592 | 49.8592 | 82.1926 | 49.8592 |
Trades During Streak | 2 | 6 | 1 | 2 | 6 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -18682 | 496833 | -163897 | -101019 | -191858 | -110325 |
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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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