Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 239085.7364 | 74816.287 | 164269.4494 | 140845.4092 | -46081.9008 | 186927.3099 |
Total P&L (%) | 239.0857 | 74.8163 | 164.2694 | 140.8454 | -46.0819 | 186.9273 |
Avg Daily Profit (%) | 0.1614 | 0.0505 | 0.1109 | 0.0594 | -0.0417 | 0.0712 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -70617 | -79641 | -38424 | -171889 | -202300 | -56158 |
Profit Factor | 1.7667 | 1.337 | 2.8283 | 1.272 | 0.8846 | 2.579 |
Total Trades | 99 | 49 | 50 | 99 | 49 | 50 |
Winning Trades | 85 | 41 | 44 | 85 | 41 | 44 |
Losing Trades | 14 | 8 | 6 | 14 | 8 | 6 |
Profitability (%) | 85.8586 | 83.6735 | 88 | 85.8586 | 83.6735 | 88 |
Ratio Avg Win / Avg Loss | 0.291 | 0.2609 | 0.3857 | 0.2095 | 0.1726 | 0.3517 |
Largest Winning Trade | 29777 | 29777 | 18330 | 24111 | 23567 | 24111 |
Largest Losing Trade | -67305 | -67305 | -38424 | -171889 | -171889 | -56158 |
Avg Bars in Trades | 25 | 33 | 17 | 25 | 33 | 17 |
Avg Bars in Winners | 11 | 9 | 12 | 11 | 9 | 12 |
Avg Bars in Losers | 113 | 158 | 52 | 113 | 158 | 52 |
Bars Traded | 2545 | 1658 | 886 | 2545 | 1658 | 886 |
Profit Streak | 13.0212 | 80.0212 | 13.0212 | 13.0212 | 80.0212 | 13.0212 |
Trades During Streak | 2 | 4 | 1 | 2 | 4 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 511987 | -121049 | -216797 | -109044 | -575021 | -270239 |
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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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