Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 168796.5488 | 93474.0993 | 75322.4495 | 105801.1273 | -17716.4895 | 123517.6168 |
Total P&L (%) | 168.7965 | 93.4741 | 75.3225 | 105.8011 | -17.7165 | 123.5176 |
Avg Daily Profit (%) | 0.1823 | 0.1009 | 0.0813 | 0.078 | -0.0211 | 0.0869 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -82176 | -89566 | -13862 | -277514 | -322888 | -32577 |
Profit Factor | 1.7527 | 1.4946 | 3.1348 | 1.1741 | 0.9673 | 2.8803 |
Total Trades | 87 | 43 | 44 | 87 | 43 | 44 |
Winning Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Losing Trades | 15 | 7 | 8 | 15 | 7 | 8 |
Profitability (%) | 82.7586 | 83.7209 | 81.8182 | 82.7586 | 83.7209 | 81.8182 |
Ratio Avg Win / Avg Loss | 0.3651 | 0.2906 | 0.6966 | 0.2446 | 0.1881 | 0.6401 |
Largest Winning Trade | 23733 | 23733 | 8378 | 61399 | 61399 | 13800 |
Largest Losing Trade | -65988 | -65988 | -13862 | -217852 | -217852 | -26990 |
Avg Bars in Trades | 35 | 67 | 3 | 35 | 67 | 3 |
Avg Bars in Winners | 9 | 16 | 2 | 9 | 16 | 2 |
Avg Bars in Losers | 159 | 331 | 9 | 159 | 331 | 9 |
Bars Traded | 3087 | 2918 | 169 | 3087 | 2918 | 169 |
Profit Streak | 79.4805 | 85.4805 | 79.4805 | 79.4805 | 85.4805 | 79.4805 |
Trades During Streak | 8 | 6 | 4 | 8 | 6 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 514204 | -52809 | -75320 | -113271 | -574979 | -68405 |
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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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