Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 290369.9479 | 233345.826 | 57024.122 | 156943.7776 | 203211.1956 | -46267.418 |
Total P&L (%) | 290.3699 | 233.3458 | 57.0241 | 156.9438 | 203.2112 | -46.2674 |
Avg Daily Profit (%) | 0.2384 | 0.1915 | 0.0468 | 0.0775 | 0.0911 | -0.051 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -80635 | -60621 | -57360 | -437465 | -257151 | -287546 |
Profit Factor | 1.7714 | 2.1407 | 1.3318 | 1.1017 | 1.2515 | 0.9371 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 39 | 20 | 19 | 39 | 20 | 19 |
Losing Trades | 23 | 11 | 12 | 23 | 11 | 12 |
Profitability (%) | 62.9032 | 64.5161 | 61.2903 | 62.9032 | 64.5161 | 61.2903 |
Ratio Avg Win / Avg Loss | 1.0447 | 1.1774 | 0.8412 | 0.6497 | 0.6883 | 0.5919 |
Largest Winning Trade | 142020 | 142020 | 35772 | 174493 | 174493 | 122780 |
Largest Losing Trade | -60621 | -60621 | -52488 | -265368 | -237440 | -265368 |
Avg Bars in Trades | 70 | 94 | 45 | 70 | 94 | 45 |
Avg Bars in Winners | 51 | 62 | 40 | 51 | 62 | 40 |
Avg Bars in Losers | 101 | 153 | 54 | 101 | 153 | 54 |
Bars Traded | 4348 | 2935 | 1413 | 4348 | 2935 | 1413 |
Profit Streak | 53.5117 | 53.5117 | 158.2617 | 53.5117 | 53.5117 | 158.2617 |
Trades During Streak | 4 | 2 | 3 | 4 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -145159 | 480107 | -129872 | -355217 | -70398 | -578001 |
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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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