Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 119749.4026 | 217740.664 | -97991.2614 | 639750.9553 | 440721.6942 | 199029.2611 |
Total P&L (%) | 119.7494 | 217.7407 | -97.9913 | 639.751 | 440.7217 | 199.0293 |
Avg Daily Profit (%) | 0.0959 | 0.1745 | -0.0785 | 0.1605 | 0.1353 | 0.0878 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -134882 | -52606 | -138410 | -216877 | -261398 | -159592 |
Profit Factor | 1.1813 | 2.4054 | 0.8062 | 1.6505 | 2.2593 | 1.3142 |
Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Winning Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Losing Trades | 26 | 13 | 13 | 26 | 13 | 13 |
Profitability (%) | 71.7391 | 71.7391 | 71.7391 | 71.7391 | 71.7391 | 71.7391 |
Ratio Avg Win / Avg Loss | 0.4654 | 0.9476 | 0.3176 | 0.6502 | 0.89 | 0.5177 |
Largest Winning Trade | 41753 | 41753 | 37443 | 143538 | 106249 | 143538 |
Largest Losing Trade | -192677 | -38872 | -192677 | -208850 | -208850 | -192677 |
Avg Bars in Trades | 154 | 167 | 140 | 154 | 167 | 140 |
Avg Bars in Winners | 110 | 121 | 98 | 124 | 134 | 114 |
Avg Bars in Losers | 265 | 284 | 247 | 229 | 251 | 207 |
Bars Traded | 14193 | 7718 | 6475 | 14193 | 7718 | 6475 |
Profit Streak | 41.4132 | 96.9965 | 41.4132 | 41.4132 | 96.9965 | 41.4132 |
Trades During Streak | 5 | 4 | 2 | 5 | 4 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -82770 | 485904 | -576899 | 465427 | -6569 | -73352 |
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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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