Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 290865.5179 | 37331.3533 | 253534.1646 | 192662.5606 | 99379.281 | 93283.2796 |
Total P&L (%) | 290.8655 | 37.3314 | 253.5342 | 192.6626 | 99.3793 | 93.2833 |
Avg Daily Profit (%) | 0.1894 | 0.0243 | 0.1651 | 0.0699 | 0.0449 | 0.0429 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -86358 | -88079 | -71911 | -221617 | -120945 | -219770 |
Profit Factor | 1.6215 | 1.1322 | 2.365 | 1.2117 | 1.2203 | 1.2032 |
Total Trades | 79 | 40 | 39 | 79 | 40 | 39 |
Winning Trades | 53 | 26 | 27 | 53 | 26 | 27 |
Losing Trades | 26 | 14 | 12 | 26 | 14 | 12 |
Profitability (%) | 67.0886 | 65 | 69.2308 | 67.0886 | 65 | 69.2308 |
Ratio Avg Win / Avg Loss | 0.7954 | 0.6097 | 1.0511 | 0.5944 | 0.6571 | 0.5348 |
Largest Winning Trade | 37879 | 37879 | 37795 | 80402 | 80402 | 44828 |
Largest Losing Trade | -59428 | -59428 | -59328 | -182419 | -77020 | -182419 |
Avg Bars in Trades | 74 | 76 | 73 | 74 | 76 | 73 |
Avg Bars in Winners | 58 | 56 | 60 | 58 | 56 | 60 |
Avg Bars in Losers | 108 | 114 | 101 | 108 | 114 | 101 |
Bars Traded | 5922 | 3071 | 2851 | 5922 | 3071 | 2851 |
Profit Streak | 64.4399 | 94.4399 | 64.4399 | 64.4399 | 94.4399 | 64.4399 |
Trades During Streak | 5 | 4 | 2 | 5 | 4 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -19466 | -236211 | 511279 | -128953 | -131580 | -134269 |
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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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