Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 420973.8751 | 78742.4609 | 342231.4142 | 638422.8744 | 471879.647 | 166543.2274 |
Total P&L (%) | 420.9739 | 78.7425 | 342.2314 | 638.4229 | 471.8796 | 166.5432 |
Avg Daily Profit (%) | 0.2754 | 0.0515 | 0.2239 | 0.1309 | 0.1141 | 0.0641 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -99541 | -51752 | -96705 | -1310053 | -149042 | -1302474 |
Profit Factor | 2.0009 | 1.3749 | 2.6251 | 1.25 | 1.6773 | 1.0897 |
Total Trades | 89 | 45 | 44 | 89 | 45 | 44 |
Winning Trades | 59 | 26 | 33 | 59 | 26 | 33 |
Losing Trades | 30 | 19 | 11 | 30 | 19 | 11 |
Profitability (%) | 66.2921 | 57.7778 | 75 | 66.2921 | 57.7778 | 75 |
Ratio Avg Win / Avg Loss | 1.0174 | 1.0048 | 0.875 | 0.6356 | 1.2258 | 0.3632 |
Largest Winning Trade | 44020 | 44020 | 37198 | 230297 | 230297 | 221342 |
Largest Losing Trade | -83024 | -33068 | -83024 | -1266376 | -149042 | -1266376 |
Avg Bars in Trades | 65 | 36 | 94 | 65 | 36 | 94 |
Avg Bars in Winners | 54 | 38 | 67 | 54 | 38 | 67 |
Avg Bars in Losers | 86 | 35 | 175 | 86 | 35 | 175 |
Bars Traded | 5819 | 1659 | 4160 | 5819 | 1659 | 4160 |
Profit Streak | 53.3093 | 100.3093 | 53.3093 | 53.3093 | 100.3093 | 53.3093 |
Trades During Streak | 3 | 3 | 1 | 3 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 539685 | -121156 | 500971 | -15751 | -36137 | -226981 |
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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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