Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 278897.9198 | 245725.4492 | 33172.4707 | 57635.4426 | 215723.2712 | -158087.8286 |
Total P&L (%) | 278.8979 | 245.7254 | 33.1725 | 57.6354 | 215.7233 | -158.0878 |
Avg Daily Profit (%) | 0.2678 | 0.2359 | 0.0318 | 0.0437 | 0.1104 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -124131 | -93245 | -81553 | -369295 | -181492 | -301192 |
Profit Factor | 1.6371 | 1.947 | 1.1861 | 1.0636 | 1.4837 | 0.6567 |
Total Trades | 83 | 41 | 42 | 83 | 41 | 42 |
Winning Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Losing Trades | 25 | 12 | 13 | 25 | 12 | 13 |
Profitability (%) | 69.8795 | 70.7317 | 69.0476 | 69.8795 | 70.7317 | 69.0476 |
Ratio Avg Win / Avg Loss | 0.7057 | 0.8057 | 0.5317 | 0.4584 | 0.614 | 0.2944 |
Largest Winning Trade | 77498 | 77498 | 20470 | 67817 | 67817 | 32398 |
Largest Losing Trade | -76665 | -68884 | -76665 | -265610 | -94536 | -265610 |
Avg Bars in Trades | 277 | 481 | 78 | 277 | 481 | 78 |
Avg Bars in Winners | 136 | 224 | 48 | 136 | 224 | 48 |
Avg Bars in Losers | 603 | 1100 | 144 | 603 | 1100 | 144 |
Bars Traded | 23025 | 19726 | 3299 | 23025 | 19726 | 3299 |
Profit Streak | 47.7504 | 47.7504 | 65.542 | 47.7504 | 47.7504 | 65.542 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 414616 | 436746 | -167184 | -284619 | -42733 | -577293 |
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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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