Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 331989.711 | 168405.3682 | 163584.3428 | 473537.6365 | -13267.8294 | 486805.4659 |
Total P&L (%) | 331.9897 | 168.4054 | 163.5843 | 473.5376 | -13.2678 | 486.8055 |
Avg Daily Profit (%) | 0.2086 | 0.1058 | 0.1028 | 0.1098 | -0.0089 | 0.1112 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -96329 | -80148 | -23881 | -370456 | -402781 | -94090 |
Profit Factor | 2.2146 | 1.8609 | 3.1045 | 1.3952 | 0.9861 | 2.9759 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 69 | 37 | 32 | 69 | 37 | 32 |
Losing Trades | 15 | 5 | 10 | 15 | 5 | 10 |
Profitability (%) | 82.1429 | 88.0952 | 76.1905 | 82.1429 | 88.0952 | 76.1905 |
Ratio Avg Win / Avg Loss | 0.4814 | 0.2515 | 0.9702 | 0.3033 | 0.1333 | 0.93 |
Largest Winning Trade | 41950 | 41950 | 24621 | 93491 | 93491 | 85655 |
Largest Losing Trade | -80148 | -80148 | -23881 | -325998 | -325998 | -77677 |
Avg Bars in Trades | 32 | 51 | 13 | 32 | 51 | 13 |
Avg Bars in Winners | 7 | 8 | 7 | 7 | 8 | 7 |
Avg Bars in Losers | 146 | 368 | 35 | 146 | 368 | 35 |
Bars Traded | 2730 | 2145 | 585 | 2730 | 2145 | 585 |
Profit Streak | 132.345 | 132.345 | 296.345 | 132.345 | 132.345 | 296.345 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 542942 | -45677 | -47540 | -41444 | -575490 | -36506 |
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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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