Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 282617.3915 | 40382.894 | 242234.4975 | 227393.8862 | -17963.0963 | 245356.9825 |
Total P&L (%) | 282.6174 | 40.3829 | 242.2345 | 227.3939 | -17.9631 | 245.357 |
Avg Daily Profit (%) | 0.1862 | 0.0266 | 0.1596 | 0.0782 | -0.013 | 0.0817 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -67614 | -52325 | -88357 | -194452 | -151600 | -266562 |
Profit Factor | 1.6617 | 1.1951 | 2.1004 | 1.2546 | 0.9556 | 1.5026 |
Total Trades | 98 | 49 | 49 | 98 | 49 | 49 |
Winning Trades | 64 | 30 | 34 | 64 | 30 | 34 |
Losing Trades | 34 | 19 | 15 | 34 | 19 | 15 |
Profitability (%) | 65.3061 | 61.2245 | 69.3878 | 65.3061 | 61.2245 | 69.3878 |
Ratio Avg Win / Avg Loss | 0.8828 | 0.7569 | 0.9266 | 0.6665 | 0.6052 | 0.6629 |
Largest Winning Trade | 63096 | 27184 | 63096 | 111294 | 41197 | 111294 |
Largest Losing Trade | -67614 | -30849 | -67614 | -193776 | -100908 | -193776 |
Avg Bars in Trades | 43 | 18 | 68 | 43 | 18 | 68 |
Avg Bars in Winners | 36 | 13 | 56 | 36 | 13 | 56 |
Avg Bars in Losers | 56 | 26 | 95 | 56 | 26 | 95 |
Bars Traded | 4247 | 912 | 3335 | 4247 | 912 | 3335 |
Profit Streak | 10.3949 | 10.3949 | 57.3949 | 10.3949 | 10.3949 | 57.3949 |
Trades During Streak | 2 | 1 | 3 | 2 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 413828 | -164577 | 450004 | -86809 | -578294 | -80211 |
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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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