Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 241694.0284 | -17134.2773 | 258828.3057 | 222495.0012 | -97912.6337 | 320407.6349 |
Total P&L (%) | 241.694 | -17.1343 | 258.8283 | 222.495 | -97.9126 | 320.4076 |
Avg Daily Profit (%) | 0.1593 | -0.0113 | 0.1706 | 0.0772 | -0.2547 | 0.0947 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -75784 | -85816 | -70497 | -220361 | -194575 | -214493 |
Profit Factor | 1.9539 | 0.9031 | 4.3775 | 1.4029 | 0.7017 | 2.4303 |
Total Trades | 98 | 49 | 49 | 98 | 49 | 49 |
Winning Trades | 83 | 36 | 47 | 83 | 36 | 47 |
Losing Trades | 15 | 13 | 2 | 15 | 13 | 2 |
Profitability (%) | 84.6939 | 73.4694 | 95.9184 | 84.6939 | 73.4694 | 95.9184 |
Ratio Avg Win / Avg Loss | 0.3531 | 0.3261 | 0.1863 | 0.2535 | 0.2534 | 0.1034 |
Largest Winning Trade | 40792 | 40792 | 29753 | 43658 | 33458 | 43658 |
Largest Losing Trade | -70497 | -56446 | -70497 | -214493 | -94049 | -214493 |
Avg Bars in Trades | 27 | 21 | 33 | 27 | 21 | 33 |
Avg Bars in Winners | 14 | 6 | 20 | 14 | 6 | 20 |
Avg Bars in Losers | 97 | 63 | 325 | 97 | 63 | 325 |
Bars Traded | 2658 | 1038 | 1620 | 2658 | 1038 | 1620 |
Profit Streak | 160.161 | 160.161 | 237.661 | 160.161 | 160.161 | 237.661 |
Trades During Streak | 10 | 5 | 10 | 10 | 5 | 10 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 537337 | -575950 | 683372 | -84119 | -575950 | -57663 |
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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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