Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 333326.9861 | 266560.6161 | 66766.37 | 107620.4858 | 349710.5876 | -242090.1019 |
Total P&L (%) | 333.327 | 266.5606 | 66.7664 | 107.6205 | 349.7106 | -242.0901 |
Avg Daily Profit (%) | 0.1792 | 0.1433 | 0.0359 | 0.0393 | 0.0808 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -158208 | -124356 | -108883 | -796260 | -622419 | -368828 |
Profit Factor | 1.5395 | 1.9092 | 1.2056 | 1.0477 | 1.3215 | 0.7929 |
Total Trades | 83 | 42 | 41 | 83 | 42 | 41 |
Winning Trades | 48 | 25 | 23 | 48 | 25 | 23 |
Losing Trades | 35 | 17 | 18 | 35 | 17 | 18 |
Profitability (%) | 57.8313 | 59.5238 | 56.0976 | 57.8313 | 59.5238 | 56.0976 |
Ratio Avg Win / Avg Loss | 1.1226 | 1.2983 | 0.9435 | 0.7639 | 0.8987 | 0.6205 |
Largest Winning Trade | 94563 | 94563 | 62394 | 286855 | 286855 | 127798 |
Largest Losing Trade | -50355 | -42575 | -50355 | -388564 | -388564 | -263900 |
Avg Bars in Trades | 63 | 34 | 92 | 63 | 34 | 92 |
Avg Bars in Winners | 68 | 25 | 114 | 68 | 25 | 114 |
Avg Bars in Losers | 56 | 48 | 63 | 56 | 48 | 63 |
Bars Traded | 5257 | 1467 | 3790 | 5257 | 1467 | 3790 |
Profit Streak | 27.9219 | 33.5886 | 0 | 27.9219 | 33.5886 | 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 | 333676 | 92742 | -146501 | -309890 | -84640 | -579951 |
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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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