Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 299862.841 | 109374.4841 | 190488.3569 | 270076.9609 | -119526.2948 | 389603.2557 |
Total P&L (%) | 299.8628 | 109.3745 | 190.4884 | 270.077 | -119.5263 | 389.6033 |
Avg Daily Profit (%) | 0.2013 | 0.0734 | 0.1279 | 0.0879 | 0 | 0.1067 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -90160 | -91206 | -19954 | -717441 | -691145 | -97490 |
Profit Factor | 1.773 | 1.3659 | 3.1395 | 1.1817 | 0.8981 | 2.2415 |
Total Trades | 93 | 46 | 47 | 93 | 46 | 47 |
Winning Trades | 56 | 25 | 31 | 56 | 25 | 31 |
Losing Trades | 37 | 21 | 16 | 37 | 21 | 16 |
Profitability (%) | 60.2151 | 54.3478 | 65.9574 | 60.2151 | 54.3478 | 65.9574 |
Ratio Avg Win / Avg Loss | 1.1714 | 1.1474 | 1.6204 | 0.7808 | 0.7544 | 1.1569 |
Largest Winning Trade | 92263 | 92263 | 30623 | 129815 | 129815 | 115645 |
Largest Losing Trade | -64685 | -64685 | -19954 | -588976 | -588976 | -97490 |
Avg Bars in Trades | 28 | 35 | 21 | 28 | 35 | 21 |
Avg Bars in Winners | 21 | 23 | 20 | 21 | 23 | 20 |
Avg Bars in Losers | 38 | 50 | 23 | 38 | 50 | 23 |
Bars Traded | 2654 | 1640 | 1013 | 2654 | 1640 | 1013 |
Profit Streak | 70.7168 | 70.7168 | 71.2168 | 70.7168 | 70.7168 | 71.2168 |
Trades During Streak | 7 | 3 | 4 | 7 | 3 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 479357 | -92398 | -12435 | -94488 | -578763 | -43531 |
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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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