Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 284354.1745 | 44091.2775 | 240262.897 | 108966.8151 | 5283.8944 | 103682.9207 |
Total P&L (%) | 284.3542 | 44.0913 | 240.2629 | 108.9668 | 5.2839 | 103.6829 |
Avg Daily Profit (%) | 0.1713 | 0.0266 | 0.1447 | 0.0444 | 0.0031 | 0.0429 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -184999 | -107154 | -136781 | -402435 | -229069 | -397202 |
Profit Factor | 1.5225 | 1.1579 | 1.907 | 1.1001 | 1.0118 | 1.162 |
Total Trades | 132 | 66 | 66 | 132 | 66 | 66 |
Winning Trades | 101 | 47 | 54 | 101 | 47 | 54 |
Losing Trades | 31 | 19 | 12 | 31 | 19 | 12 |
Profitability (%) | 76.5152 | 71.2121 | 81.8182 | 76.5152 | 71.2121 | 81.8182 |
Ratio Avg Win / Avg Loss | 0.4673 | 0.4681 | 0.4238 | 0.3376 | 0.409 | 0.2582 |
Largest Winning Trade | 38761 | 38761 | 32036 | 66037 | 43233 | 66037 |
Largest Losing Trade | -67750 | -53902 | -67750 | -262559 | -158596 | -262559 |
Avg Bars in Trades | 22 | 19 | 25 | 22 | 19 | 25 |
Avg Bars in Winners | 13 | 7 | 18 | 13 | 7 | 18 |
Avg Bars in Losers | 52 | 50 | 56 | 52 | 50 | 56 |
Bars Traded | 2991 | 1294 | 1697 | 2991 | 1294 | 1697 |
Profit Streak | 62.0497 | 92.5497 | 62.0497 | 62.0497 | 92.5497 | 62.0497 |
Trades During Streak | 10 | 5 | 5 | 10 | 5 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 473555 | -327517 | -117314 | -239728 | -683414 | -297928 |
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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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