Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 349680.1084 | 207971.0503 | 141709.0581 | 173835.115 | -25804.8182 | 199639.9331 |
Total P&L (%) | 349.6801 | 207.9711 | 141.7091 | 173.8351 | -25.8048 | 199.6399 |
Avg Daily Profit (%) | 0.2106 | 0.1253 | 0.0854 | 0.0607 | -0.018 | 0.0661 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -92603 | -101321 | -25205 | -432440 | -436885 | -22058 |
Profit Factor | 2.4173 | 2.0498 | 3.9146 | 1.3078 | 0.9505 | 5.5997 |
Total Trades | 95 | 47 | 48 | 95 | 47 | 48 |
Winning Trades | 81 | 43 | 38 | 81 | 43 | 38 |
Losing Trades | 14 | 4 | 10 | 14 | 4 | 10 |
Profitability (%) | 85.2632 | 91.4894 | 79.1667 | 85.2632 | 91.4894 | 79.1667 |
Ratio Avg Win / Avg Loss | 0.4178 | 0.1907 | 1.0302 | 0.226 | 0.0884 | 1.4736 |
Largest Winning Trade | 55642 | 55642 | 25153 | 77486 | 77486 | 51753 |
Largest Losing Trade | -92603 | -92603 | -21443 | -424184 | -424184 | -19218 |
Avg Bars in Trades | 51 | 94 | 9 | 51 | 94 | 9 |
Avg Bars in Winners | 15 | 22 | 6 | 15 | 22 | 6 |
Avg Bars in Losers | 264 | 872 | 21 | 264 | 872 | 21 |
Bars Traded | 4935 | 4457 | 478 | 4935 | 4457 | 478 |
Profit Streak | 302.0162 | 345.0162 | 302.0162 | 302.0162 | 345.0162 | 302.0162 |
Trades During Streak | 2 | 7 | 1 | 2 | 7 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 555792 | -18157 | -68377 | -107518 | -574267 | -92786 |
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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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