Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 148851.8248 | -15859.2656 | 164711.0904 | 22830.37 | -73581.8034 | 96412.1735 |
Total P&L (%) | 148.8518 | -15.8593 | 164.7111 | 22.8304 | -73.5818 | 96.4122 |
Avg Daily Profit (%) | 0.1448 | -0.0154 | 0.1602 | 0.02 | -0.1294 | 0.0657 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -116589 | -125299 | -47521 | -155447 | -145530 | -60601 |
Profit Factor | 1.5253 | 0.9276 | 3.5545 | 1.0794 | 0.6562 | 2.3112 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 75 | 35 | 40 | 75 | 35 | 40 |
Losing Trades | 11 | 8 | 3 | 11 | 8 | 3 |
Profitability (%) | 87.2093 | 81.3953 | 93.0233 | 87.2093 | 81.3953 | 93.0233 |
Ratio Avg Win / Avg Loss | 0.2237 | 0.212 | 0.2666 | 0.1583 | 0.15 | 0.1733 |
Largest Winning Trade | 20508 | 20508 | 17359 | 15122 | 15122 | 14817 |
Largest Losing Trade | -69875 | -69875 | -34436 | -54907 | -54907 | -41027 |
Avg Bars in Trades | 44 | 65 | 23 | 44 | 65 | 23 |
Avg Bars in Winners | 15 | 17 | 13 | 15 | 17 | 13 |
Avg Bars in Losers | 241 | 272 | 158 | 241 | 272 | 158 |
Bars Traded | 3811 | 2802 | 1009 | 3811 | 2802 | 1009 |
Profit Streak | 77.3907 | 77.3907 | 282.3907 | 77.3907 | 77.3907 | 282.3907 |
Trades During Streak | 21 | 10 | 17 | 21 | 10 | 17 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 248935 | -575058 | 660130 | -299095 | -575058 | -96522 |
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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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