Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 277760.4065 | 24361.927 | 253398.4794 | 209054.1292 | -20216.2485 | 229270.3777 |
Total P&L (%) | 277.7604 | 24.3619 | 253.3985 | 209.0541 | -20.2162 | 229.2704 |
Avg Daily Profit (%) | 0.1814 | 0.0159 | 0.1655 | 0.0737 | -0.0147 | 0.0778 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -71515 | -96232 | -68384 | -109937 | -96451 | -129486 |
Profit Factor | 1.439 | 1.0656 | 1.9695 | 1.2223 | 0.9618 | 1.5572 |
Total Trades | 118 | 59 | 59 | 118 | 59 | 59 |
Winning Trades | 56 | 23 | 33 | 56 | 23 | 33 |
Losing Trades | 62 | 36 | 26 | 62 | 36 | 26 |
Profitability (%) | 47.4576 | 38.9831 | 55.9322 | 47.4576 | 38.9831 | 55.9322 |
Ratio Avg Win / Avg Loss | 1.5931 | 1.6679 | 1.5518 | 1.3533 | 1.5054 | 1.2269 |
Largest Winning Trade | 70399 | 70399 | 52094 | 85286 | 85286 | 76718 |
Largest Losing Trade | -31060 | -25120 | -31060 | -53105 | -45600 | -53105 |
Avg Bars in Trades | 75 | 70 | 81 | 75 | 70 | 81 |
Avg Bars in Winners | 101 | 93 | 106 | 101 | 93 | 106 |
Avg Bars in Losers | 53 | 55 | 49 | 53 | 55 | 49 |
Bars Traded | 8966 | 4169 | 4797 | 8966 | 4169 | 4797 |
Profit Streak | 31.5843 | 31.5843 | 41.0843 | 31.5843 | 31.5843 | 41.0843 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 370353 | -503539 | -163856 | -94144 | -758702 | -262284 |
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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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