Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 423450.101 | 388989.1239 | 34460.9771 | 249043.9223 | -72706.0877 | 321750.01 |
Total P&L (%) | 423.4501 | 388.9891 | 34.461 | 249.0439 | -72.7061 | 321.75 |
Avg Daily Profit (%) | 0.2383 | 0.2189 | 0.0194 | 0.0704 | -0.073 | 0.081 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -118465 | -111675 | -67645 | -1371682 | -1332168 | -167482 |
Profit Factor | 1.7984 | 2.3661 | 1.1403 | 1.1055 | 0.9605 | 1.6183 |
Total Trades | 83 | 41 | 42 | 83 | 41 | 42 |
Winning Trades | 52 | 28 | 24 | 52 | 28 | 24 |
Losing Trades | 31 | 13 | 18 | 31 | 13 | 18 |
Profitability (%) | 62.6506 | 68.2927 | 57.1429 | 62.6506 | 68.2927 | 57.1429 |
Ratio Avg Win / Avg Loss | 1.0721 | 1.0985 | 0.8552 | 0.6591 | 0.4459 | 1.2137 |
Largest Winning Trade | 79903 | 79903 | 26290 | 393447 | 393447 | 106926 |
Largest Losing Trade | -81929 | -81929 | -34863 | -1240667 | -1240667 | -68793 |
Avg Bars in Trades | 102 | 180 | 25 | 102 | 180 | 25 |
Avg Bars in Winners | 54 | 76 | 28 | 54 | 76 | 28 |
Avg Bars in Losers | 183 | 405 | 22 | 183 | 405 | 22 |
Bars Traded | 8492 | 7402 | 1090 | 8492 | 7402 | 1090 |
Profit Streak | 302.8463 | 365.3463 | 302.8463 | 302.8463 | 365.3463 | 302.8463 |
Trades During Streak | 4 | 4 | 2 | 4 | 4 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 441226 | 538079 | -235305 | -203099 | -577009 | -80624 |
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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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