Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 224046.7382 | 10359.5627 | 213687.1755 | 221956.328 | 8281.6236 | 213674.7045 |
Total P&L (%) | 224.0467 | 10.3596 | 213.6872 | 221.9563 | 8.2816 | 213.6747 |
Avg Daily Profit (%) | 0.215 | 0.0099 | 0.2051 | 0.1123 | 0.0076 | 0.1098 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -74021 | -100904 | -24596 | -96083 | -150443 | -32984 |
Profit Factor | 1.8336 | 1.0491 | 4.7047 | 1.659 | 1.0321 | 3.7144 |
Total Trades | 96 | 48 | 48 | 96 | 48 | 48 |
Winning Trades | 81 | 38 | 43 | 81 | 38 | 43 |
Losing Trades | 15 | 10 | 5 | 15 | 10 | 5 |
Profitability (%) | 84.375 | 79.1667 | 89.5833 | 84.375 | 79.1667 | 89.5833 |
Ratio Avg Win / Avg Loss | 0.3396 | 0.2761 | 0.5471 | 0.3072 | 0.2716 | 0.4319 |
Largest Winning Trade | 15629 | 14138 | 15629 | 38147 | 38147 | 26670 |
Largest Losing Trade | -66023 | -66023 | -24596 | -82333 | -82333 | -32984 |
Avg Bars in Trades | 40 | 60 | 19 | 40 | 60 | 19 |
Avg Bars in Winners | 14 | 15 | 14 | 14 | 15 | 14 |
Avg Bars in Losers | 177 | 232 | 67 | 177 | 232 | 67 |
Bars Traded | 3866 | 2909 | 957 | 3866 | 2909 | 957 |
Profit Streak | 40.2509 | 84.2509 | 40.2509 | 40.2509 | 84.2509 | 40.2509 |
Trades During Streak | 12 | 17 | 6 | 12 | 17 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 541087 | -496737 | 691908 | -36162 | -529686 | -35615 |
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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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