Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 332562.6483 | 58098.6696 | 274463.9787 | 113090.009 | 18324.5517 | 94765.4573 |
Total P&L (%) | 332.5626 | 58.0987 | 274.464 | 113.09 | 18.3246 | 94.7655 |
Avg Daily Profit (%) | 0.2173 | 0.038 | 0.1793 | 0.0494 | 0.011 | 0.0436 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -196897 | -77360 | -128534 | -1844741 | -437493 | -1482165 |
Profit Factor | 1.8461 | 1.3347 | 2.2505 | 1.04 | 1.0215 | 1.0479 |
Total Trades | 83 | 42 | 41 | 83 | 42 | 41 |
Winning Trades | 50 | 21 | 29 | 50 | 21 | 29 |
Losing Trades | 33 | 21 | 12 | 33 | 21 | 12 |
Profitability (%) | 60.241 | 50 | 70.7317 | 60.241 | 50 | 70.7317 |
Ratio Avg Win / Avg Loss | 1.2184 | 1.3347 | 0.9313 | 0.6864 | 1.0215 | 0.4336 |
Largest Winning Trade | 56050 | 34579 | 56050 | 471128 | 245802 | 471128 |
Largest Losing Trade | -90665 | -29559 | -90665 | -1359885 | -267656 | -1359885 |
Avg Bars in Trades | 35 | 19 | 51 | 35 | 19 | 51 |
Avg Bars in Winners | 31 | 14 | 43 | 31 | 14 | 43 |
Avg Bars in Losers | 41 | 25 | 70 | 41 | 25 | 70 |
Bars Traded | 2946 | 829 | 2117 | 2946 | 829 | 2117 |
Profit Streak | 228.1043 | 228.1043 | 256.6043 | 228.1043 | 228.1043 | 256.6043 |
Trades During Streak | 12 | 6 | 6 | 12 | 6 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 433819 | -140940 | 471372 | -303208 | -381242 | -300062 |
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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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