Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 289917.4719 | 244173.6796 | 45743.7924 | 235233.637 | 196909.4367 | 38324.2003 |
Total P&L (%) | 289.9175 | 244.1737 | 45.7438 | 235.2336 | 196.9094 | 38.3242 |
Avg Daily Profit (%) | 0.2044 | 0.1721 | 0.0322 | 0.0853 | 0.0767 | 0.0229 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -64667 | -59047 | -80775 | -128383 | -107813 | -133042 |
Profit Factor | 1.6301 | 1.963 | 1.2215 | 1.3212 | 1.4766 | 1.1201 |
Total Trades | 101 | 50 | 51 | 101 | 50 | 51 |
Winning Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Losing Trades | 39 | 19 | 20 | 39 | 19 | 20 |
Profitability (%) | 61.3861 | 62 | 60.7843 | 61.3861 | 62 | 60.7843 |
Ratio Avg Win / Avg Loss | 1.0254 | 1.2031 | 0.788 | 0.8311 | 0.905 | 0.7226 |
Largest Winning Trade | 80233 | 80233 | 32847 | 92718 | 92718 | 35418 |
Largest Losing Trade | -46527 | -46527 | -45537 | -85060 | -85060 | -79798 |
Avg Bars in Trades | 73 | 96 | 51 | 73 | 96 | 51 |
Avg Bars in Winners | 62 | 78 | 47 | 62 | 78 | 47 |
Avg Bars in Losers | 90 | 125 | 58 | 90 | 125 | 58 |
Bars Traded | 7448 | 4814 | 2634 | 7448 | 4814 | 2634 |
Profit Streak | 89.546 | 89.546 | 235.8793 | 89.546 | 89.546 | 235.8793 |
Trades During Streak | 7 | 3 | 8 | 7 | 3 | 8 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 464814 | -167138 | -330772 | -77244 | -268129 | -431970 |
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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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