Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 254749.5547 | 53352.6504 | 201396.9043 | 281958.3469 | -117649.0488 | 399607.3957 |
Total P&L (%) | 254.7496 | 53.3527 | 201.3969 | 281.9583 | -117.649 | 399.6074 |
Avg Daily Profit (%) | 0.1956 | 0.041 | 0.1546 | 0.103 | 0 | 0.1236 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -65396 | -59016 | -54901 | -398095 | -231058 | -364913 |
Profit Factor | 1.5755 | 1.2201 | 2.0058 | 1.1816 | 0.855 | 1.5389 |
Total Trades | 93 | 46 | 47 | 93 | 46 | 47 |
Winning Trades | 40 | 13 | 27 | 40 | 13 | 27 |
Losing Trades | 53 | 33 | 20 | 53 | 33 | 20 |
Profitability (%) | 43.0108 | 28.2609 | 57.4468 | 43.0108 | 28.2609 | 57.4468 |
Ratio Avg Win / Avg Loss | 2.0875 | 3.0971 | 1.4858 | 1.5656 | 2.1703 | 1.1399 |
Largest Winning Trade | 71725 | 60295 | 71725 | 160478 | 150841 | 160478 |
Largest Losing Trade | -28565 | -26865 | -28565 | -216729 | -78405 | -216729 |
Avg Bars in Trades | 82 | 73 | 90 | 82 | 73 | 90 |
Avg Bars in Winners | 133 | 136 | 131 | 133 | 136 | 131 |
Avg Bars in Losers | 44 | 48 | 36 | 44 | 48 | 36 |
Bars Traded | 7671 | 3395 | 4276 | 7671 | 3395 | 4276 |
Profit Streak | 22.3881 | 0 | 91.7214 | 22.3881 | 0 | 91.7214 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 307447 | -153956 | 444253 | -77125 | -593369 | -24059 |
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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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