Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 248632.5919 | 173119.9617 | 75512.6302 | 165502.9318 | 166793.5821 | -1290.6503 |
Total P&L (%) | 248.6326 | 173.12 | 75.5126 | 165.5029 | 166.7936 | -1.2907 |
Avg Daily Profit (%) | 0.2308 | 0.1607 | 0.0701 | 0.0907 | 0.0911 | -0.0012 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -77048 | -60662 | -74287 | -129705 | -85397 | -143509 |
Profit Factor | 1.674 | 1.9427 | 1.4076 | 1.3543 | 1.8061 | 0.995 |
Total Trades | 79 | 39 | 40 | 79 | 39 | 40 |
Winning Trades | 49 | 21 | 28 | 49 | 21 | 28 |
Losing Trades | 30 | 18 | 12 | 30 | 18 | 12 |
Profitability (%) | 62.0253 | 53.8462 | 70 | 62.0253 | 53.8462 | 70 |
Ratio Avg Win / Avg Loss | 1.0249 | 1.6652 | 0.6033 | 0.8292 | 1.5481 | 0.4264 |
Largest Winning Trade | 69604 | 69604 | 28321 | 70976 | 70976 | 29121 |
Largest Losing Trade | -74287 | -33026 | -74287 | -128478 | -37734 | -128478 |
Avg Bars in Trades | 155 | 180 | 131 | 155 | 180 | 131 |
Avg Bars in Winners | 116 | 139 | 98 | 116 | 139 | 98 |
Avg Bars in Losers | 220 | 227 | 210 | 220 | 227 | 210 |
Bars Traded | 12305 | 7031 | 5275 | 12305 | 7031 | 5275 |
Profit Streak | 14.7036 | 0 | 199.4536 | 14.7036 | 0 | 199.4536 |
Trades During Streak | 1 | 0 | 8 | 1 | 0 | 8 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -18907 | 413792 | -96141 | -101976 | -67329 | -576667 |
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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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