Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 192817.8914 | 171736.4611 | 21081.4303 | 32421.1877 | -22964.1894 | 55385.3771 |
Total P&L (%) | 192.8179 | 171.7365 | 21.0814 | 32.4212 | -22.9642 | 55.3854 |
Avg Daily Profit (%) | 0.1584 | 0.1411 | 0.0173 | 0.0231 | -0.0214 | 0.0362 |
Buy And Hold Return (%) | 14.266 | 14.266 | 14.266 | 14.266 | 14.266 | 14.266 |
Max Trade Drawdown | -104802 | -114023 | -73548 | -323864 | -359941 | -54090 |
Profit Factor | 1.4056 | 1.5537 | 1.1276 | 1.038 | 0.9643 | 1.2648 |
Total Trades | 85 | 42 | 43 | 85 | 42 | 43 |
Winning Trades | 50 | 25 | 25 | 50 | 25 | 25 |
Losing Trades | 35 | 17 | 18 | 35 | 17 | 18 |
Profitability (%) | 58.8235 | 59.5238 | 58.1395 | 58.8235 | 59.5238 | 58.1395 |
Ratio Avg Win / Avg Loss | 0.9839 | 1.0565 | 0.8119 | 0.7266 | 0.6557 | 0.9107 |
Largest Winning Trade | 68245 | 68245 | 18682 | 144788 | 144788 | 42739 |
Largest Losing Trade | -49175 | -49175 | -26034 | -147466 | -147466 | -33080 |
Avg Bars in Trades | 80 | 147 | 15 | 80 | 147 | 15 |
Avg Bars in Winners | 61 | 109 | 14 | 61 | 109 | 14 |
Avg Bars in Losers | 108 | 204 | 17 | 108 | 204 | 17 |
Bars Traded | 6877 | 6207 | 669 | 6877 | 6207 | 669 |
Profit Streak | 74.6529 | 75.9863 | 74.6529 | 74.6529 | 75.9863 | 74.6529 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 328366 | -828 | -266310 | -344683 | -578535 | -146299 |
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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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