Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 211904.362 | 18138.1728 | 193766.1893 | 110214.7716 | -32822.9676 | 143037.7392 |
Total P&L (%) | 211.9044 | 18.1382 | 193.7662 | 110.2148 | -32.823 | 143.0377 |
Avg Daily Profit (%) | 0.2036 | 0.0174 | 0.1862 | 0.0714 | -0.0382 | 0.0854 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -69497 | -79674 | -23679 | -80792 | -123056 | -21312 |
Profit Factor | 1.8641 | 1.0889 | 5.6924 | 1.4333 | 0.8472 | 4.6158 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 78 | 37 | 41 | 78 | 37 | 41 |
Losing Trades | 10 | 7 | 3 | 10 | 7 | 3 |
Profitability (%) | 88.6364 | 84.0909 | 93.1818 | 88.6364 | 84.0909 | 93.1818 |
Ratio Avg Win / Avg Loss | 0.239 | 0.206 | 0.4165 | 0.1838 | 0.1603 | 0.3377 |
Largest Winning Trade | 17113 | 17007 | 17113 | 27279 | 23647 | 27279 |
Largest Losing Trade | -69497 | -69497 | -23679 | -72108 | -72108 | -21312 |
Avg Bars in Trades | 32 | 51 | 14 | 32 | 51 | 14 |
Avg Bars in Winners | 14 | 16 | 11 | 14 | 16 | 11 |
Avg Bars in Losers | 179 | 234 | 53 | 179 | 234 | 53 |
Bars Traded | 2898 | 2261 | 637 | 2898 | 2261 | 637 |
Profit Streak | 59.8538 | 59.8538 | 300.1871 | 59.8538 | 59.8538 | 300.1871 |
Trades During Streak | 25 | 12 | 19 | 25 | 12 | 19 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 559367 | -296012 | 726178 | -91224 | -574734 | -67099 |
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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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