Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 228861.9175 | 69005.187 | 159856.7305 | 115549.288 | -58279.0873 | 173828.3753 |
Total P&L (%) | 228.8619 | 69.0052 | 159.8567 | 115.5493 | -58.2791 | 173.8284 |
Avg Daily Profit (%) | 0.1536 | 0.0463 | 0.1073 | 0.0516 | -0.0587 | 0.0676 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -174391 | -137508 | -50602 | -965360 | -793644 | -276623 |
Profit Factor | 1.5745 | 1.2922 | 1.9854 | 1.0576 | 0.9499 | 1.2068 |
Total Trades | 125 | 62 | 63 | 125 | 62 | 63 |
Winning Trades | 102 | 49 | 53 | 102 | 49 | 53 |
Losing Trades | 23 | 13 | 10 | 23 | 13 | 10 |
Profitability (%) | 81.6 | 79.0323 | 84.127 | 81.6 | 79.0323 | 84.127 |
Ratio Avg Win / Avg Loss | 0.355 | 0.3428 | 0.3746 | 0.2385 | 0.252 | 0.2277 |
Largest Winning Trade | 72200 | 33603 | 72200 | 105001 | 89915 | 105001 |
Largest Losing Trade | -59488 | -59488 | -50602 | -393716 | -393716 | -276623 |
Avg Bars in Trades | 42 | 51 | 33 | 42 | 51 | 33 |
Avg Bars in Winners | 20 | 17 | 23 | 20 | 17 | 23 |
Avg Bars in Losers | 140 | 180 | 89 | 140 | 180 | 89 |
Bars Traded | 5300 | 3182 | 2118 | 5300 | 3182 | 2118 |
Profit Streak | 42.8858 | 89.1358 | 42.8858 | 42.8858 | 89.1358 | 42.8858 |
Trades During Streak | 8 | 5 | 4 | 8 | 5 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 489530 | -281723 | -189655 | -276580 | -729747 | -245678 |
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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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