Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 217249.6175 | 67087.1265 | 150162.491 | 89124.6867 | -27643.8047 | 116768.4914 |
Total P&L (%) | 217.2496 | 67.0871 | 150.1625 | 89.1247 | -27.6438 | 116.7685 |
Avg Daily Profit (%) | 0.1462 | 0.0451 | 0.1011 | 0.0429 | -0.0218 | 0.0521 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -71284 | -66307 | -37252 | -253361 | -225800 | -130700 |
Profit Factor | 1.6336 | 1.2917 | 2.3301 | 1.1212 | 0.9402 | 1.4276 |
Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Winning Trades | 80 | 39 | 41 | 80 | 39 | 41 |
Losing Trades | 12 | 7 | 5 | 12 | 7 | 5 |
Profitability (%) | 86.9565 | 84.7826 | 89.1304 | 86.9565 | 84.7826 | 89.1304 |
Ratio Avg Win / Avg Loss | 0.245 | 0.2318 | 0.2842 | 0.1682 | 0.1688 | 0.1741 |
Largest Winning Trade | 26717 | 26717 | 21218 | 30751 | 23632 | 30751 |
Largest Losing Trade | -66307 | -66307 | -37078 | -210770 | -210770 | -109776 |
Avg Bars in Trades | 41 | 53 | 30 | 41 | 53 | 30 |
Avg Bars in Winners | 16 | 16 | 17 | 16 | 16 | 17 |
Avg Bars in Losers | 207 | 260 | 133 | 207 | 260 | 133 |
Bars Traded | 3847 | 2460 | 1387 | 3847 | 2460 | 1387 |
Profit Streak | 37.1352 | 85.1352 | 37.1352 | 37.1352 | 85.1352 | 37.1352 |
Trades During Streak | 5 | 5 | 2 | 5 | 5 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 326306 | -128558 | -50572 | -217845 | -574897 | -118333 |
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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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