Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 263334.147 | 6549.6116 | 256784.5353 | 305135.0514 | -56632.7663 | 361767.8177 |
Total P&L (%) | 263.3341 | 6.5496 | 256.7845 | 305.1351 | -56.6328 | 361.7678 |
Avg Daily Profit (%) | 0.1719 | 0.0043 | 0.1676 | 0.0913 | -0.0545 | 0.0999 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -62982 | -114218 | -25224 | -163174 | -147751 | -101719 |
Profit Factor | 1.6381 | 1.0219 | 3.2518 | 1.4449 | 0.8801 | 2.6939 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 36 | 11 | 25 | 36 | 11 | 25 |
Losing Trades | 48 | 31 | 17 | 48 | 31 | 17 |
Profitability (%) | 42.8571 | 26.1905 | 59.5238 | 42.8571 | 26.1905 | 59.5238 |
Ratio Avg Win / Avg Loss | 2.1842 | 2.88 | 2.2113 | 1.9266 | 2.4802 | 1.8319 |
Largest Winning Trade | 69715 | 69715 | 35583 | 116051 | 116051 | 85533 |
Largest Losing Trade | -37533 | -37533 | -25224 | -70984 | -56858 | -70984 |
Avg Bars in Trades | 69 | 76 | 62 | 69 | 76 | 62 |
Avg Bars in Winners | 102 | 131 | 89 | 102 | 131 | 89 |
Avg Bars in Losers | 44 | 56 | 23 | 44 | 56 | 23 |
Bars Traded | 5850 | 3208 | 2643 | 5850 | 3208 | 2643 |
Profit Streak | 23.5835 | 0 | 133.3335 | 23.5835 | 0 | 133.3335 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 305089 | -572698 | 582805 | -70934 | -602524 | -51843 |
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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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