Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 229875.9944 | 173873.1605 | 56002.834 | 460252.0157 | 264726.6943 | 195525.3214 |
Total P&L (%) | 229.876 | 173.8732 | 56.0028 | 460.252 | 264.7267 | 195.5253 |
Avg Daily Profit (%) | 0.3983 | 0.3013 | 0.097 | 0.2991 | 0.2245 | 0.1879 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -75869 | -65787 | -11982 | -266630 | -297135 | -46451 |
Profit Factor | 2.1844 | 2.134 | 2.3737 | 1.6378 | 1.4412 | 2.6071 |
Total Trades | 77 | 38 | 39 | 77 | 38 | 39 |
Winning Trades | 52 | 27 | 25 | 52 | 27 | 25 |
Losing Trades | 25 | 11 | 14 | 25 | 11 | 14 |
Profitability (%) | 67.5325 | 71.0526 | 64.1026 | 67.5325 | 71.0526 | 64.1026 |
Ratio Avg Win / Avg Loss | 1.0502 | 0.8694 | 1.3293 | 0.7874 | 0.5872 | 1.46 |
Largest Winning Trade | 40414 | 40414 | 16395 | 184505 | 184505 | 66945 |
Largest Losing Trade | -31682 | -31682 | -8926 | -234027 | -234027 | -28159 |
Avg Bars in Trades | 156 | 303 | 14 | 156 | 303 | 14 |
Avg Bars in Winners | 89 | 158 | 14 | 89 | 158 | 14 |
Avg Bars in Losers | 297 | 659 | 12 | 297 | 659 | 12 |
Bars Traded | 12069 | 11523 | 546 | 12069 | 11523 | 546 |
Profit Streak | 495.3928 | 495.3928 | 566.2678 | 495.3928 | 495.3928 | 566.2678 |
Trades During Streak | 3 | 1 | 5 | 3 | 1 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -30419 | 457346 | -57831 | -33989 | 361676 | 521381 |
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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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