Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 221676.8643 | -5460.1248 | 227136.9891 | 37884.3482 | 129114.4781 | -91230.1299 |
Total P&L (%) | 221.6769 | -5.4601 | 227.137 | 37.8843 | 129.1145 | -91.2301 |
Avg Daily Profit (%) | 0.1454 | -0.0036 | 0.149 | 0.0211 | 0.0544 | -0.1595 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -175808 | -102686 | -95326 | -1084720 | -215848 | -965241 |
Profit Factor | 1.5042 | 0.9754 | 2.0442 | 1.019 | 1.2175 | 0.9349 |
Total Trades | 83 | 41 | 42 | 83 | 41 | 42 |
Winning Trades | 64 | 30 | 34 | 64 | 30 | 34 |
Losing Trades | 19 | 11 | 8 | 19 | 11 | 8 |
Profitability (%) | 77.1084 | 73.1707 | 80.9524 | 77.1084 | 73.1707 | 80.9524 |
Ratio Avg Win / Avg Loss | 0.4466 | 0.3577 | 0.481 | 0.3025 | 0.4464 | 0.22 |
Largest Winning Trade | 48950 | 48950 | 43628 | 184347 | 184347 | 173518 |
Largest Losing Trade | -63050 | -63050 | -55366 | -608867 | -112442 | -608867 |
Avg Bars in Trades | 32 | 24 | 41 | 32 | 24 | 41 |
Avg Bars in Winners | 18 | 10 | 25 | 18 | 10 | 25 |
Avg Bars in Losers | 81 | 63 | 105 | 81 | 63 | 105 |
Bars Traded | 2730 | 1006 | 1724 | 2730 | 1006 | 1724 |
Profit Streak | 39.1164 | 90.1164 | 39.1164 | 39.1164 | 90.1164 | 39.1164 |
Trades During Streak | 6 | 4 | 3 | 6 | 4 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 173533 | -576057 | 446774 | -364330 | -117642 | -575323 |
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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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