Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 261898.8018 | 22506.8334 | 239391.9683 | 113023.7703 | -67843.191 | 180866.9614 |
Total P&L (%) | 261.8988 | 22.5068 | 239.392 | 113.0238 | -67.8432 | 180.867 |
Avg Daily Profit (%) | 0.1715 | 0.0147 | 0.1568 | 0.0495 | -0.0743 | 0.0677 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -139633 | -90316 | -73814 | -1064859 | -338681 | -747654 |
Profit Factor | 1.6219 | 1.0911 | 2.3757 | 1.0522 | 0.9331 | 1.1573 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 48 | 23 | 25 | 48 | 23 | 25 |
Losing Trades | 16 | 9 | 7 | 16 | 9 | 7 |
Profitability (%) | 75 | 71.875 | 78.125 | 75 | 71.875 | 78.125 |
Ratio Avg Win / Avg Loss | 0.5406 | 0.4269 | 0.6652 | 0.3507 | 0.3651 | 0.324 |
Largest Winning Trade | 48101 | 48101 | 41562 | 293549 | 293549 | 201910 |
Largest Losing Trade | -63550 | -63550 | -48188 | -487764 | -223493 | -487764 |
Avg Bars in Trades | 68 | 57 | 79 | 68 | 57 | 79 |
Avg Bars in Winners | 46 | 27 | 64 | 46 | 27 | 64 |
Avg Bars in Losers | 133 | 133 | 132 | 133 | 133 | 132 |
Bars Traded | 4376 | 1843 | 2533 | 4376 | 1843 | 2533 |
Profit Streak | 52.7676 | 85.4342 | 52.7676 | 52.7676 | 85.4342 | 52.7676 |
Trades During Streak | 6 | 3 | 3 | 6 | 3 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -131014 | -296212 | 504786 | -430196 | -576610 | -146779 |
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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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