Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 304312.1593 | 80546.0641 | 223766.0952 | 240181.1857 | -194012.5671 | 434193.7528 |
Total P&L (%) | 304.3122 | 80.5461 | 223.7661 | 240.1812 | -194.0126 | 434.1938 |
Avg Daily Profit (%) | 0.1832 | 0.0485 | 0.1347 | 0.0737 | 0 | 0.1009 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -137718 | -141500 | -30309 | -425826 | -460604 | -14684 |
Profit Factor | 2.0167 | 1.3242 | 5.3966 | 1.3455 | 0.7061 | 13.3631 |
Total Trades | 85 | 42 | 43 | 85 | 42 | 43 |
Winning Trades | 69 | 33 | 36 | 69 | 33 | 36 |
Losing Trades | 16 | 9 | 7 | 16 | 9 | 7 |
Profitability (%) | 81.1765 | 78.5714 | 83.7209 | 81.1765 | 78.5714 | 83.7209 |
Ratio Avg Win / Avg Loss | 0.4676 | 0.3612 | 1.0493 | 0.312 | 0.1926 | 2.5984 |
Largest Winning Trade | 61137 | 61137 | 39292 | 38125 | 38125 | 30966 |
Largest Losing Trade | -79266 | -79266 | -23923 | -366029 | -366029 | -11303 |
Avg Bars in Trades | 35 | 50 | 21 | 35 | 50 | 21 |
Avg Bars in Winners | 13 | 13 | 12 | 13 | 13 | 12 |
Avg Bars in Losers | 132 | 185 | 65 | 132 | 185 | 65 |
Bars Traded | 3025 | 2119 | 905 | 3025 | 2119 | 905 |
Profit Streak | 82.0386 | 82.0386 | 337.5386 | 82.0386 | 82.0386 | 337.5386 |
Trades During Streak | 11 | 5 | 14 | 11 | 5 | 14 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 529059 | -124398 | -139 | -89661 | -575573 | -43622 |
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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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