Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 301786.0512 | 121518.5262 | 180267.5251 | 380402.8692 | -149829.8645 | 530232.7336 |
Total P&L (%) | 301.7861 | 121.5185 | 180.2675 | 380.4029 | -149.8299 | 530.2327 |
Avg Daily Profit (%) | 0.1585 | 0.0638 | 0.0947 | 0.0825 | 0 | 0.0968 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -83790 | -95449 | -22014 | -418609 | -461333 | -32089 |
Profit Factor | 2.5756 | 1.8329 | 4.9501 | 1.5341 | 0.7644 | 7.9584 |
Total Trades | 93 | 46 | 47 | 93 | 46 | 47 |
Winning Trades | 69 | 32 | 37 | 69 | 32 | 37 |
Losing Trades | 24 | 14 | 10 | 24 | 14 | 10 |
Profitability (%) | 74.1935 | 69.5652 | 78.7234 | 74.1935 | 69.5652 | 78.7234 |
Ratio Avg Win / Avg Loss | 0.8959 | 0.8019 | 1.3379 | 0.5336 | 0.3344 | 2.1509 |
Largest Winning Trade | 84189 | 84189 | 27224 | 107836 | 104132 | 107836 |
Largest Losing Trade | -82917 | -82917 | -22014 | -417857 | -417857 | -32089 |
Avg Bars in Trades | 35 | 44 | 27 | 35 | 44 | 27 |
Avg Bars in Winners | 24 | 28 | 20 | 24 | 28 | 20 |
Avg Bars in Losers | 68 | 78 | 53 | 68 | 78 | 53 |
Bars Traded | 3325 | 2025 | 1300 | 3325 | 2025 | 1300 |
Profit Streak | 51.9751 | 52.4751 | 51.9751 | 51.9751 | 52.4751 | 51.9751 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 505781 | -103813 | -55242 | -78328 | -577604 | -50203 |
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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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