Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 250327.2861 | 56550.7766 | 193776.5095 | 109313.227 | -61122.4015 | 170435.6285 |
Total P&L (%) | 250.3273 | 56.5508 | 193.7765 | 109.3132 | -61.1224 | 170.4356 |
Avg Daily Profit (%) | 0.1507 | 0.034 | 0.1167 | 0.0445 | -0.0569 | 0.0599 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -148814 | -161990 | -62881 | -216318 | -264136 | -106849 |
Profit Factor | 1.6412 | 1.2157 | 2.5113 | 1.2221 | 0.828 | 2.2446 |
Total Trades | 83 | 41 | 42 | 83 | 41 | 42 |
Winning Trades | 68 | 31 | 37 | 68 | 31 | 37 |
Losing Trades | 15 | 10 | 5 | 15 | 10 | 5 |
Profitability (%) | 81.9277 | 75.6098 | 88.0952 | 81.9277 | 75.6098 | 88.0952 |
Ratio Avg Win / Avg Loss | 0.362 | 0.3922 | 0.3394 | 0.2696 | 0.2671 | 0.3033 |
Largest Winning Trade | 30413 | 27060 | 30413 | 33373 | 33373 | 27625 |
Largest Losing Trade | -62881 | -52927 | -62881 | -106849 | -95579 | -106849 |
Avg Bars in Trades | 36 | 47 | 24 | 36 | 47 | 24 |
Avg Bars in Winners | 17 | 17 | 16 | 17 | 17 | 16 |
Avg Bars in Losers | 122 | 141 | 84 | 122 | 141 | 84 |
Bars Traded | 3008 | 1960 | 1048 | 3008 | 1960 | 1048 |
Profit Streak | 56.6131 | 56.6131 | 321.6131 | 56.6131 | 56.6131 | 321.6131 |
Trades During Streak | 3 | 1 | 12 | 3 | 1 | 12 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 432237 | -146489 | -28730 | -131080 | -576861 | -104911 |
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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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