Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 319928.5938 | 115325.319 | 204603.2748 | 18461.187 | -26719.4464 | 45180.6334 |
Total P&L (%) | 319.9286 | 115.3253 | 204.6033 | 18.4612 | -26.7194 | 45.1806 |
Avg Daily Profit (%) | 0.2459 | 0.0886 | 0.1572 | 0.013 | -0.0239 | 0.0287 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -84779 | -74808 | -27928 | -44343 | -30618 | -17312 |
Profit Factor | 1.653 | 1.3556 | 2.2354 | 1.09 | 0.8248 | 1.8572 |
Total Trades | 99 | 50 | 49 | 99 | 50 | 49 |
Winning Trades | 73 | 34 | 39 | 73 | 34 | 39 |
Losing Trades | 26 | 16 | 10 | 26 | 16 | 10 |
Profitability (%) | 73.7374 | 68 | 79.5918 | 73.7374 | 68 | 79.5918 |
Ratio Avg Win / Avg Loss | 0.5887 | 0.6379 | 0.5732 | 0.3882 | 0.3881 | 0.4762 |
Largest Winning Trade | 98032 | 98032 | 30595 | 31845 | 31845 | 11770 |
Largest Losing Trade | -84779 | -75174 | -84779 | -75174 | -75174 | -21046 |
Avg Bars in Trades | 75 | 83 | 67 | 75 | 83 | 67 |
Avg Bars in Winners | 52 | 42 | 60 | 52 | 42 | 60 |
Avg Bars in Losers | 141 | 170 | 95 | 141 | 170 | 95 |
Bars Traded | 7490 | 4192 | 3298 | 7490 | 4192 | 3298 |
Profit Streak | 71.7871 | 104.2871 | 71.7871 | 71.7871 | 104.2871 | 71.7871 |
Trades During Streak | 9 | 8 | 4 | 9 | 8 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 490008 | -252047 | 507290 | -301333 | -756952 | -150254 |
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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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