Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 240861.0835 | 190672.1458 | 50188.9377 | 273798.715 | 497263.5539 | -223464.8388 |
Total P&L (%) | 240.8611 | 190.6721 | 50.1889 | 273.7987 | 497.2636 | -223.4648 |
Avg Daily Profit (%) | 0.1703 | 0.1348 | 0.0355 | 0.0933 | 0.1264 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -82480 | -53835 | -63665 | -689074 | -359062 | -513383 |
Profit Factor | 1.7144 | 1.9677 | 1.3582 | 1.137 | 1.4794 | 0.7674 |
Total Trades | 115 | 57 | 58 | 115 | 57 | 58 |
Winning Trades | 96 | 49 | 47 | 96 | 49 | 47 |
Losing Trades | 19 | 8 | 11 | 19 | 8 | 11 |
Profitability (%) | 83.4783 | 85.9649 | 81.0345 | 83.4783 | 85.9649 | 81.0345 |
Ratio Avg Win / Avg Loss | 0.3393 | 0.3213 | 0.3179 | 0.225 | 0.2415 | 0.1796 |
Largest Winning Trade | 26353 | 26353 | 21562 | 163614 | 163614 | 108622 |
Largest Losing Trade | -53835 | -53835 | -40014 | -360396 | -359062 | -360396 |
Avg Bars in Trades | 41 | 75 | 8 | 41 | 75 | 8 |
Avg Bars in Winners | 12 | 20 | 4 | 12 | 20 | 4 |
Avg Bars in Losers | 187 | 407 | 28 | 187 | 407 | 28 |
Bars Traded | 4799 | 4283 | 516 | 4799 | 4283 | 516 |
Profit Streak | 48.192 | 77.692 | 48.192 | 48.192 | 77.692 | 48.192 |
Trades During Streak | 2 | 4 | 1 | 2 | 4 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 490964 | -186284 | -323271 | -134114 | -198890 | -756004 |
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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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