Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 268198.1326 | 216761.4624 | 51436.6702 | 195306.0301 | 297407.9284 | -102101.8983 |
Total P&L (%) | 268.1981 | 216.7615 | 51.4367 | 195.306 | 297.4079 | -102.1019 |
Avg Daily Profit (%) | 0.1883 | 0.1522 | 0.0361 | 0.0761 | 0.0969 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -122253 | -44028 | -104786 | -269519 | -100965 | -230974 |
Profit Factor | 1.6053 | 2.4808 | 1.1734 | 1.2117 | 2.0044 | 0.837 |
Total Trades | 91 | 45 | 46 | 91 | 45 | 46 |
Winning Trades | 59 | 31 | 28 | 59 | 31 | 28 |
Losing Trades | 32 | 14 | 18 | 32 | 14 | 18 |
Profitability (%) | 64.8352 | 68.8889 | 60.8696 | 64.8352 | 68.8889 | 60.8696 |
Ratio Avg Win / Avg Loss | 0.8707 | 1.1204 | 0.7543 | 0.6572 | 0.9052 | 0.5381 |
Largest Winning Trade | 62652 | 62652 | 47046 | 88868 | 88868 | 51046 |
Largest Losing Trade | -62954 | -26533 | -62954 | -230974 | -59016 | -230974 |
Avg Bars in Trades | 27 | 31 | 23 | 27 | 31 | 23 |
Avg Bars in Winners | 24 | 27 | 20 | 24 | 27 | 20 |
Avg Bars in Losers | 34 | 42 | 28 | 34 | 42 | 28 |
Bars Traded | 2532 | 1439 | 1093 | 2532 | 1439 | 1093 |
Profit Streak | 13.9027 | 0 | 16.4027 | 13.9027 | 0 | 16.4027 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 399644 | 480390 | -175046 | -90181 | -60003 | -578442 |
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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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