Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 277425.3239 | 96656.466 | 180768.8579 | 363681.5667 | 61929.8892 | 301751.6775 |
Total P&L (%) | 277.4253 | 96.6565 | 180.7689 | 363.6816 | 61.9299 | 301.7517 |
Avg Daily Profit (%) | 0.2667 | 0.0929 | 0.1738 | 0.1476 | 0.0463 | 0.1338 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -87945 | -63272 | -73617 | -150301 | -121753 | -130999 |
Profit Factor | 1.7116 | 1.526 | 1.877 | 1.4339 | 1.157 | 1.6803 |
Total Trades | 81 | 41 | 40 | 81 | 41 | 40 |
Winning Trades | 40 | 16 | 24 | 40 | 16 | 24 |
Losing Trades | 41 | 25 | 16 | 41 | 25 | 16 |
Profitability (%) | 49.3827 | 39.0244 | 60 | 49.3827 | 39.0244 | 60 |
Ratio Avg Win / Avg Loss | 1.7543 | 2.3843 | 1.2514 | 1.4698 | 1.8078 | 1.1202 |
Largest Winning Trade | 98470 | 98470 | 47659 | 100911 | 100911 | 99817 |
Largest Losing Trade | -29144 | -18641 | -29144 | -91796 | -42505 | -91796 |
Avg Bars in Trades | 73 | 44 | 102 | 73 | 44 | 102 |
Avg Bars in Winners | 94 | 57 | 119 | 94 | 57 | 119 |
Avg Bars in Losers | 52 | 35 | 77 | 52 | 35 | 77 |
Bars Traded | 5933 | 1822 | 4112 | 5933 | 1822 | 4112 |
Profit Streak | 22.4942 | 47.3275 | 0 | 22.4942 | 47.3275 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -4534 | -70004 | 402239 | -11090 | -181964 | -11029 |
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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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