Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 262764.5371 | 82850.0823 | 179914.4548 | 234446.4751 | -77167.9159 | 311614.391 |
Total P&L (%) | 262.7645 | 82.8501 | 179.9145 | 234.4465 | -77.1679 | 311.6144 |
Avg Daily Profit (%) | 0.1761 | 0.0555 | 0.1205 | 0.0809 | -0.0989 | 0.0948 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -67296 | -67296 | -38424 | -341858 | -397905 | -108160 |
Profit Factor | 1.9024 | 1.3852 | 3.3651 | 1.2765 | 0.8838 | 2.693 |
Total Trades | 109 | 54 | 55 | 109 | 54 | 55 |
Winning Trades | 93 | 46 | 47 | 93 | 46 | 47 |
Losing Trades | 16 | 8 | 8 | 16 | 8 | 8 |
Profitability (%) | 85.3211 | 85.1852 | 85.4545 | 85.3211 | 85.1852 | 85.4545 |
Ratio Avg Win / Avg Loss | 0.3273 | 0.2409 | 0.5728 | 0.2196 | 0.1537 | 0.4584 |
Largest Winning Trade | 24717 | 24717 | 15737 | 46985 | 46985 | 25436 |
Largest Losing Trade | -67296 | -67296 | -38424 | -341858 | -341858 | -108160 |
Avg Bars in Trades | 23 | 30 | 16 | 23 | 30 | 16 |
Avg Bars in Winners | 11 | 9 | 12 | 11 | 9 | 12 |
Avg Bars in Losers | 94 | 150 | 37 | 94 | 150 | 37 |
Bars Traded | 2549 | 1659 | 890 | 2549 | 1659 | 890 |
Profit Streak | 18.0377 | 92.0377 | 18.0377 | 18.0377 | 92.0377 | 18.0377 |
Trades During Streak | 2 | 5 | 1 | 2 | 5 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 524466 | -294072 | -203215 | -80316 | -754996 | -238777 |
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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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