Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 278366.1224 | 118919.0542 | 159447.0681 | 233940.0689 | 35491.36 | 198448.7089 |
Total P&L (%) | 278.3661 | 118.9191 | 159.4471 | 233.9401 | 35.4914 | 198.4487 |
Avg Daily Profit (%) | 0.2505 | 0.107 | 0.1435 | 0.1086 | 0.0273 | 0.0984 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -73518 | -52312 | -73518 | -303659 | -265020 | -188779 |
Profit Factor | 1.7953 | 1.5743 | 2.1157 | 1.2411 | 1.0633 | 1.4847 |
Total Trades | 85 | 43 | 42 | 85 | 43 | 42 |
Winning Trades | 44 | 20 | 24 | 44 | 20 | 24 |
Losing Trades | 41 | 23 | 18 | 41 | 23 | 18 |
Profitability (%) | 51.7647 | 46.5116 | 57.1429 | 51.7647 | 46.5116 | 57.1429 |
Ratio Avg Win / Avg Loss | 1.6729 | 1.8104 | 1.5868 | 1.1565 | 1.2228 | 1.1135 |
Largest Winning Trade | 80098 | 80098 | 34632 | 138166 | 86937 | 138166 |
Largest Losing Trade | -73518 | -34509 | -73518 | -188779 | -72856 | -188779 |
Avg Bars in Trades | 153 | 93 | 214 | 153 | 93 | 214 |
Avg Bars in Winners | 206 | 121 | 277 | 206 | 121 | 277 |
Avg Bars in Losers | 95 | 68 | 130 | 95 | 68 | 130 |
Bars Traded | 13029 | 4015 | 9015 | 13029 | 4015 | 9015 |
Profit Streak | 20.6742 | 38.0075 | 0 | 20.6742 | 38.0075 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 448805 | -48020 | 125463 | -47327 | -310638 | -59373 |
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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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