Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 404180.8753 | 372756.7172 | 31424.158 | 292378.281 | 143439.2814 | 148938.9997 |
Total P&L (%) | 404.1809 | 372.7567 | 31.4242 | 292.3783 | 143.4393 | 148.939 |
Avg Daily Profit (%) | 0.194 | 0.1789 | 0.0151 | 0.0656 | 0.0427 | 0.0438 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -89067 | -97734 | -26153 | -1720788 | -1801490 | -165230 |
Profit Factor | 1.8081 | 1.9147 | 1.3392 | 1.0735 | 1.0412 | 1.2971 |
Total Trades | 115 | 57 | 58 | 115 | 57 | 58 |
Winning Trades | 78 | 37 | 41 | 78 | 37 | 41 |
Losing Trades | 37 | 20 | 17 | 37 | 20 | 17 |
Profitability (%) | 67.8261 | 64.9123 | 70.6897 | 67.8261 | 64.9123 | 70.6897 |
Ratio Avg Win / Avg Loss | 0.8577 | 1.035 | 0.5553 | 0.5092 | 0.5628 | 0.5378 |
Largest Winning Trade | 106995 | 106995 | 10844 | 623108 | 623108 | 76242 |
Largest Losing Trade | -72787 | -72787 | -25509 | -1246139 | -1246139 | -93057 |
Avg Bars in Trades | 205 | 391 | 22 | 205 | 391 | 22 |
Avg Bars in Winners | 130 | 256 | 17 | 130 | 256 | 17 |
Avg Bars in Losers | 363 | 642 | 35 | 363 | 642 | 35 |
Bars Traded | 23633 | 22338 | 1295 | 23633 | 22338 | 1295 |
Profit Streak | 80.812 | 80.812 | 138.4786 | 80.812 | 80.812 | 138.4786 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 439401 | -167598 | -353156 | -242700 | -490262 | -312158 |
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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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