Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 356569.0125 | 317090.5728 | 39478.4397 | 293943.872 | 2389.3789 | 291554.4931 |
Total P&L (%) | 356.569 | 317.0906 | 39.4784 | 293.9439 | 2.3894 | 291.5545 |
Avg Daily Profit (%) | 0.1712 | 0.1522 | 0.019 | 0.0658 | 0.0011 | 0.0655 |
Buy And Hold Return (%) | 11.98 | 11.98 | 11.98 | 11.98 | 11.98 | 11.98 |
Max Trade Drawdown | -139744 | -132903 | -32605 | -1378249 | -1427111 | -224923 |
Profit Factor | 1.7988 | 1.8851 | 1.4479 | 1.0951 | 1.0009 | 1.8195 |
Total Trades | 116 | 58 | 58 | 116 | 58 | 58 |
Winning Trades | 90 | 48 | 42 | 90 | 48 | 42 |
Losing Trades | 26 | 10 | 16 | 26 | 10 | 16 |
Profitability (%) | 77.5862 | 82.7586 | 72.4138 | 77.5862 | 82.7586 | 72.4138 |
Ratio Avg Win / Avg Loss | 0.5196 | 0.3927 | 0.5516 | 0.3164 | 0.2085 | 0.6932 |
Largest Winning Trade | 66710 | 66710 | 10900 | 390002 | 390002 | 80188 |
Largest Losing Trade | -62215 | -62215 | -32605 | -896541 | -896541 | -224923 |
Avg Bars in Trades | 207 | 407 | 7 | 207 | 407 | 7 |
Avg Bars in Winners | 98 | 180 | 3 | 98 | 180 | 3 |
Avg Bars in Losers | 584 | 1492 | 16 | 584 | 1492 | 16 |
Bars Traded | 24013 | 23607 | 406 | 24013 | 23607 | 406 |
Profit Streak | 20.9325 | 23.1825 | 20.9325 | 20.9325 | 23.1825 | 20.9325 |
Trades During Streak | 7 | 4 | 3 | 7 | 4 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 496962 | -166377 | -346471 | -216807 | -752696 | -280150 |
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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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