Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 338650.6576 | 208123.3936 | 130527.264 | 425323.4702 | -774846.3366 | 1200169.8068 |
Total P&L (%) | 338.6507 | 208.1234 | 130.5273 | 425.3235 | -774.8463 | 1200.1698 |
Avg Daily Profit (%) | 0.1765 | 0.1085 | 0.068 | 0.0865 | 0 | 0.1338 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -143564 | -39685 | -143564 | -1949806 | -948520 | -1219181 |
Profit Factor | 1.6113 | 3.3243 | 1.281 | 1.1124 | 0.3922 | 1.478 |
Total Trades | 89 | 45 | 44 | 89 | 45 | 44 |
Winning Trades | 61 | 31 | 30 | 39 | 20 | 19 |
Losing Trades | 28 | 14 | 14 | 50 | 25 | 25 |
Profitability (%) | 68.5393 | 68.8889 | 68.1818 | 43.8202 | 44.4444 | 43.1818 |
Ratio Avg Win / Avg Loss | 0.7396 | 1.5013 | 0.5978 | 1.4261 | 0.4902 | 1.9447 |
Largest Winning Trade | 80047 | 80047 | 50686 | 1892767 | 90194 | 1892767 |
Largest Losing Trade | -143564 | -15942 | -143564 | -351092 | -317167 | -351092 |
Avg Bars in Trades | 241 | 38 | 449 | 241 | 38 | 449 |
Avg Bars in Winners | 194 | 37 | 356 | 234 | 35 | 443 |
Avg Bars in Losers | 344 | 41 | 647 | 247 | 41 | 453 |
Bars Traded | 21497 | 1737 | 19760 | 21497 | 1737 | 19760 |
Profit Streak | 155.3558 | 186.2725 | 155.3558 | 155.3558 | 186.2725 | 155.3558 |
Trades During Streak | 7 | 4 | 3 | 7 | 4 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 434979 | -37920 | -100030 | -175111 | -581487 | -12974 |
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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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