Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 284138.1733 | 13833.6259 | 270304.5474 | -72664.8343 | -478607.9557 | 405943.1214 |
Total P&L (%) | 284.1382 | 13.8336 | 270.3045 | -72.6648 | -478.608 | 405.9431 |
Avg Daily Profit (%) | 0.1862 | 0.0091 | 0.1771 | -0.0849 | 0 | 0.1063 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -99489 | -63601 | -98718 | -1373410 | -714198 | -1285160 |
Profit Factor | 1.8343 | 1.0912 | 2.4305 | 0.973 | 0.5715 | 1.2578 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 50 | 20 | 30 | 50 | 20 | 30 |
Losing Trades | 36 | 23 | 13 | 36 | 23 | 13 |
Profitability (%) | 58.1395 | 46.5116 | 69.7674 | 58.1395 | 46.5116 | 69.7674 |
Ratio Avg Win / Avg Loss | 1.3207 | 1.2549 | 1.0532 | 0.7006 | 0.6573 | 0.545 |
Largest Winning Trade | 32987 | 25620 | 32987 | 282203 | 174223 | 282203 |
Largest Losing Trade | -98718 | -22966 | -98718 | -1284170 | -268210 | -1284170 |
Avg Bars in Trades | 50 | 23 | 78 | 50 | 23 | 78 |
Avg Bars in Winners | 43 | 20 | 59 | 43 | 20 | 59 |
Avg Bars in Losers | 61 | 25 | 123 | 61 | 25 | 123 |
Bars Traded | 4377 | 1001 | 3376 | 4377 | 1001 | 3376 |
Profit Streak | 57.3269 | 94.6603 | 57.3269 | 57.3269 | 94.6603 | 57.3269 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 436926 | -347875 | 508309 | -578513 | -581246 | -49771 |
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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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