Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 234582.4415 | 5967.6155 | 228614.826 | -57943.9056 | -380698.9938 | 322755.0882 |
Total P&L (%) | 234.5824 | 5.9676 | 228.6148 | -57.9439 | -380.699 | 322.7551 |
Avg Daily Profit (%) | 0.1531 | 0.0039 | 0.1492 | -0.0565 | 0 | 0.0941 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -138650 | -61245 | -135675 | -1302011 | -629640 | -936496 |
Profit Factor | 1.4637 | 1.0356 | 1.6757 | 0.979 | 0.5786 | 1.1736 |
Total Trades | 95 | 48 | 47 | 95 | 48 | 47 |
Winning Trades | 60 | 25 | 35 | 60 | 25 | 35 |
Losing Trades | 35 | 23 | 12 | 35 | 23 | 12 |
Profitability (%) | 63.1579 | 52.0833 | 74.4681 | 63.1579 | 52.0833 | 74.4681 |
Ratio Avg Win / Avg Loss | 0.8538 | 0.9528 | 0.5745 | 0.5711 | 0.5323 | 0.4024 |
Largest Winning Trade | 43460 | 36816 | 43460 | 390360 | 138626 | 390360 |
Largest Losing Trade | -84104 | -27060 | -84104 | -596322 | -336186 | -596322 |
Avg Bars in Trades | 187 | 86 | 289 | 187 | 86 | 289 |
Avg Bars in Winners | 170 | 71 | 242 | 170 | 71 | 242 |
Avg Bars in Losers | 215 | 103 | 428 | 215 | 103 | 428 |
Bars Traded | 17782 | 4164 | 13618 | 17782 | 4164 | 13618 |
Profit Streak | 69.2931 | 102.4598 | 69.2931 | 69.2931 | 102.4598 | 69.2931 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 359115 | -535107 | 371336 | -577439 | -579461 | -94792 |
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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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