Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 288408.9678 | 105332.4166 | 183076.5512 | 402637.3225 | 73799.3927 | 328837.9298 |
Total P&L (%) | 288.409 | 105.3324 | 183.0766 | 402.6373 | 73.7994 | 328.8379 |
Avg Daily Profit (%) | 0.2835 | 0.1035 | 0.18 | 0.1588 | 0.0543 | 0.1432 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -89552 | -112358 | -36293 | -199550 | -237934 | -32377 |
Profit Factor | 1.8382 | 1.4027 | 3.2184 | 1.6845 | 1.1578 | 3.7251 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 39 | 17 | 22 | 39 | 17 | 22 |
Losing Trades | 19 | 12 | 7 | 19 | 12 | 7 |
Profitability (%) | 67.2414 | 58.6207 | 75.8621 | 67.2414 | 58.6207 | 75.8621 |
Ratio Avg Win / Avg Loss | 0.8955 | 0.9901 | 1.024 | 0.8207 | 0.8173 | 1.1853 |
Largest Winning Trade | 68166 | 68166 | 24373 | 131060 | 131060 | 86149 |
Largest Losing Trade | -50120 | -50120 | -18982 | -99376 | -99376 | -32074 |
Avg Bars in Trades | 98 | 111 | 85 | 98 | 111 | 85 |
Avg Bars in Winners | 63 | 56 | 68 | 63 | 56 | 68 |
Avg Bars in Losers | 170 | 190 | 135 | 170 | 190 | 135 |
Bars Traded | 5712 | 3246 | 2466 | 5712 | 3246 | 2466 |
Profit Streak | 15.3816 | 0 | 37.2149 | 15.3816 | 0 | 37.2149 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -167636 | -54648 | 587953 | -168998 | -167846 | 278465 |
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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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