Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 339894.1239 | 307054.0516 | 32840.0723 | 24962.7674 | 116511.4133 | -91548.6459 |
Total P&L (%) | 339.8941 | 307.0541 | 32.8401 | 24.9628 | 116.5114 | -91.5486 |
Avg Daily Profit (%) | 0.1819 | 0.1643 | 0.0176 | 0.0119 | 0.0413 | -0.1321 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -227080 | -201472 | -48830 | -773728 | -613282 | -201705 |
Profit Factor | 1.7728 | 2.0043 | 1.2449 | 1.0249 | 1.165 | 0.6929 |
Total Trades | 69 | 34 | 35 | 69 | 34 | 35 |
Winning Trades | 45 | 22 | 23 | 45 | 22 | 23 |
Losing Trades | 24 | 12 | 12 | 24 | 12 | 12 |
Profitability (%) | 65.2174 | 64.7059 | 65.7143 | 65.2174 | 64.7059 | 65.7143 |
Ratio Avg Win / Avg Loss | 0.9455 | 1.0933 | 0.6495 | 0.5466 | 0.6355 | 0.3615 |
Largest Winning Trade | 138474 | 138474 | 23192 | 240543 | 240543 | 44068 |
Largest Losing Trade | -80728 | -80728 | -19125 | -413375 | -413375 | -111592 |
Avg Bars in Trades | 305 | 595 | 22 | 305 | 595 | 22 |
Avg Bars in Winners | 166 | 315 | 23 | 166 | 315 | 23 |
Avg Bars in Losers | 565 | 1109 | 21 | 565 | 1109 | 21 |
Bars Traded | 21048 | 20256 | 792 | 21048 | 20256 | 792 |
Profit Streak | 175.8718 | 175.8718 | 373.2051 | 175.8718 | 175.8718 | 373.2051 |
Trades During Streak | 7 | 3 | 4 | 7 | 3 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -94510 | 477290 | -170488 | -477898 | -175140 | -577111 |
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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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