Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 235404.2514 | 53817.7161 | 181586.5353 | 80574.8373 | 8829.6397 | 71745.1976 |
Total P&L (%) | 235.4043 | 53.8177 | 181.5865 | 80.5748 | 8.8296 | 71.7452 |
Avg Daily Profit (%) | 0.1562 | 0.0357 | 0.1205 | 0.0392 | 0.0056 | 0.0359 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -87734 | -101679 | -74623 | -460983 | -258965 | -398339 |
Profit Factor | 1.4826 | 1.1768 | 1.9899 | 1.0554 | 1.0117 | 1.1026 |
Total Trades | 89 | 44 | 45 | 89 | 44 | 45 |
Winning Trades | 52 | 21 | 31 | 52 | 21 | 31 |
Losing Trades | 37 | 23 | 14 | 37 | 23 | 14 |
Profitability (%) | 58.427 | 47.7273 | 68.8889 | 58.427 | 47.7273 | 68.8889 |
Ratio Avg Win / Avg Loss | 1.0549 | 1.2889 | 0.8987 | 0.751 | 1.1081 | 0.498 |
Largest Winning Trade | 109871 | 109871 | 56723 | 165171 | 165171 | 94880 |
Largest Losing Trade | -52914 | -33427 | -52914 | -314890 | -80913 | -314890 |
Avg Bars in Trades | 31 | 37 | 25 | 31 | 37 | 25 |
Avg Bars in Winners | 29 | 30 | 28 | 29 | 30 | 28 |
Avg Bars in Losers | 34 | 44 | 19 | 34 | 44 | 19 |
Bars Traded | 2821 | 1662 | 1159 | 2821 | 1662 | 1159 |
Profit Streak | 30.4914 | 0 | 315.9914 | 30.4914 | 0 | 315.9914 |
Trades During Streak | 1 | 0 | 7 | 1 | 0 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 371388 | -173136 | -26922 | -299861 | -559580 | -250017 |
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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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