Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 273690.4215 | 179532.4112 | 94158.0103 | 19250.0953 | 59784.6618 | -40534.5665 |
Total P&L (%) | 273.6904 | 179.5324 | 94.158 | 19.2501 | 59.7847 | -40.5346 |
Avg Daily Profit (%) | 0.2202 | 0.1444 | 0.0758 | 0.0142 | 0.0377 | -0.0418 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -112919 | -45925 | -93021 | -186754 | -51906 | -147394 |
Profit Factor | 1.76 | 2.1239 | 1.4699 | 1.0526 | 1.4096 | 0.8155 |
Total Trades | 89 | 45 | 44 | 89 | 45 | 44 |
Winning Trades | 75 | 38 | 37 | 75 | 38 | 37 |
Losing Trades | 14 | 7 | 7 | 14 | 7 | 7 |
Profitability (%) | 84.2697 | 84.4444 | 84.0909 | 84.2697 | 84.4444 | 84.0909 |
Ratio Avg Win / Avg Loss | 0.3285 | 0.3912 | 0.2781 | 0.1965 | 0.2597 | 0.1543 |
Largest Winning Trade | 26872 | 26872 | 15929 | 23781 | 23781 | 21932 |
Largest Losing Trade | -93021 | -45925 | -93021 | -147394 | -51906 | -147394 |
Avg Bars in Trades | 38 | 43 | 33 | 38 | 43 | 33 |
Avg Bars in Winners | 15 | 18 | 13 | 15 | 18 | 13 |
Avg Bars in Losers | 157 | 177 | 136 | 157 | 177 | 136 |
Bars Traded | 3397 | 1938 | 1459 | 3397 | 1938 | 1459 |
Profit Streak | 17.2033 | 147.5366 | 17.2033 | 17.2033 | 147.5366 | 17.2033 |
Trades During Streak | 3 | 7 | 1 | 3 | 7 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 527416 | 248284 | -87434 | -339306 | -138257 | -575863 |
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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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