Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 305540.3758 | 252119.5939 | 53420.7819 | 29462.0611 | 135736.787 | -106274.726 |
Total P&L (%) | 305.5404 | 252.1196 | 53.4208 | 29.4621 | 135.7368 | -106.2747 |
Avg Daily Profit (%) | 0.3003 | 0.2478 | 0.0525 | 0.0254 | 0.0843 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -232801 | -155628 | -123921 | -301042 | -160996 | -217169 |
Profit Factor | 1.5398 | 1.7203 | 1.2474 | 1.0392 | 1.3295 | 0.6869 |
Total Trades | 85 | 43 | 42 | 85 | 43 | 42 |
Winning Trades | 37 | 17 | 20 | 37 | 17 | 20 |
Losing Trades | 48 | 26 | 22 | 48 | 26 | 22 |
Profitability (%) | 43.5294 | 39.5349 | 47.619 | 43.5294 | 39.5349 | 47.619 |
Ratio Avg Win / Avg Loss | 1.9976 | 2.6311 | 1.3721 | 1.3482 | 2.0334 | 0.7556 |
Largest Winning Trade | 222653 | 222653 | 34191 | 222653 | 222653 | 46689 |
Largest Losing Trade | -33586 | -33586 | -26753 | -56719 | -52771 | -56719 |
Avg Bars in Trades | 69 | 72 | 67 | 69 | 72 | 67 |
Avg Bars in Winners | 92 | 101 | 84 | 92 | 101 | 84 |
Avg Bars in Losers | 52 | 53 | 50 | 52 | 53 | 50 |
Bars Traded | 5923 | 3103 | 2820 | 5923 | 3103 | 2820 |
Profit Streak | 53.647 | 90.9804 | 53.647 | 53.647 | 90.9804 | 53.647 |
Trades During Streak | 3 | 3 | 1 | 3 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 369258 | 310751 | -124454 | -340396 | -81650 | -581097 |
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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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