Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 457060.1515 | 399320.5235 | 57739.628 | 881320.4984 | 758945.934 | 122374.5644 |
Total P&L (%) | 457.0602 | 399.3205 | 57.7396 | 881.3205 | 758.9459 | 122.3746 |
Avg Daily Profit (%) | 0.3237 | 0.2828 | 0.0409 | 0.1619 | 0.1524 | 0.0566 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -126814 | -124146 | -27646 | -412237 | -410992 | -144108 |
Profit Factor | 2.3653 | 2.4161 | 2.0939 | 1.7852 | 1.8302 | 1.5878 |
Total Trades | 91 | 45 | 46 | 91 | 45 | 46 |
Winning Trades | 67 | 38 | 29 | 67 | 38 | 29 |
Losing Trades | 24 | 7 | 17 | 24 | 7 | 17 |
Profitability (%) | 73.6264 | 84.4444 | 63.0435 | 73.6264 | 84.4444 | 63.0435 |
Ratio Avg Win / Avg Loss | 0.8473 | 0.4451 | 1.2274 | 0.6395 | 0.3371 | 0.9308 |
Largest Winning Trade | 78125 | 78125 | 11453 | 219094 | 219094 | 79885 |
Largest Losing Trade | -71627 | -71627 | -12540 | -263240 | -263240 | -63666 |
Avg Bars in Trades | 82 | 164 | 2 | 82 | 164 | 2 |
Avg Bars in Winners | 47 | 81 | 1 | 47 | 81 | 1 |
Avg Bars in Losers | 180 | 610 | 3 | 180 | 610 | 3 |
Bars Traded | 7501 | 7388 | 112 | 7501 | 7388 | 112 |
Profit Streak | 577.7393 | 708.0727 | 577.7393 | 577.7393 | 708.0727 | 577.7393 |
Trades During Streak | 6 | 14 | 3 | 6 | 14 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 553442 | 576909 | -132848 | 478340 | 511074 | -113756 |
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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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