Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 289651.6108 | 128157.4715 | 161494.1393 | 411917.7786 | -22953.6114 | 434871.3899 |
Total P&L (%) | 289.6516 | 128.1575 | 161.4941 | 411.9178 | -22.9536 | 434.8714 |
Avg Daily Profit (%) | 0.1537 | 0.068 | 0.0857 | 0.0867 | -0.0138 | 0.089 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -74459 | -79511 | -59897 | -485000 | -512582 | -357391 |
Profit Factor | 1.8825 | 1.6684 | 2.1832 | 1.2853 | 0.9742 | 1.7831 |
Total Trades | 83 | 42 | 41 | 83 | 42 | 41 |
Winning Trades | 64 | 30 | 34 | 64 | 30 | 34 |
Losing Trades | 19 | 12 | 7 | 19 | 12 | 7 |
Profitability (%) | 77.1084 | 71.4286 | 82.9268 | 77.1084 | 71.4286 | 82.9268 |
Ratio Avg Win / Avg Loss | 0.5589 | 0.6674 | 0.4495 | 0.3816 | 0.3897 | 0.3671 |
Largest Winning Trade | 29467 | 26581 | 29467 | 154835 | 90768 | 154835 |
Largest Losing Trade | -59897 | -57027 | -59897 | -381436 | -381436 | -357391 |
Avg Bars in Trades | 41 | 51 | 31 | 41 | 51 | 31 |
Avg Bars in Winners | 20 | 16 | 25 | 20 | 16 | 25 |
Avg Bars in Losers | 112 | 140 | 64 | 112 | 140 | 64 |
Bars Traded | 3478 | 2175 | 1303 | 3478 | 2175 | 1303 |
Profit Streak | 71.9498 | 166.4498 | 71.9498 | 71.9498 | 166.4498 | 71.9498 |
Trades During Streak | 7 | 7 | 3 | 7 | 7 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 436067 | -97483 | -71614 | -74828 | -576488 | -67954 |
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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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