Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 186917.2768 | 134672.835 | 52244.4419 | 131356.3128 | 70563.0604 | 60793.2524 |
Total P&L (%) | 186.9173 | 134.6728 | 52.2444 | 131.3563 | 70.5631 | 60.7933 |
Avg Daily Profit (%) | 0.151 | 0.1088 | 0.0422 | 0.0678 | 0.0431 | 0.0384 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -60856 | -70440 | -37689 | -148914 | -156497 | -59661 |
Profit Factor | 1.5331 | 1.5967 | 1.4181 | 1.2142 | 1.1705 | 1.3049 |
Total Trades | 85 | 42 | 43 | 85 | 42 | 43 |
Winning Trades | 55 | 24 | 31 | 55 | 24 | 31 |
Losing Trades | 30 | 18 | 12 | 30 | 18 | 12 |
Profitability (%) | 64.7059 | 57.1429 | 72.093 | 64.7059 | 57.1429 | 72.093 |
Ratio Avg Win / Avg Loss | 0.8362 | 1.1975 | 0.549 | 0.6623 | 0.8779 | 0.5051 |
Largest Winning Trade | 61752 | 61752 | 17236 | 71051 | 71051 | 30255 |
Largest Losing Trade | -51057 | -51057 | -23066 | -121745 | -121745 | -50164 |
Avg Bars in Trades | 39 | 74 | 5 | 39 | 74 | 5 |
Avg Bars in Winners | 21 | 42 | 5 | 21 | 42 | 5 |
Avg Bars in Losers | 72 | 117 | 5 | 72 | 117 | 5 |
Bars Traded | 3375 | 3136 | 239 | 3375 | 3136 | 239 |
Profit Streak | 42.118 | 0 | 62.118 | 42.118 | 0 | 62.118 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 360207 | -44895 | -134415 | -101583 | -168940 | -139643 |
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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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