Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 213044.4594 | 116135.6164 | 96908.843 | 316429.1512 | 129437.8136 | 186991.3376 |
Total P&L (%) | 213.0445 | 116.1356 | 96.9088 | 316.4292 | 129.4378 | 186.9913 |
Avg Daily Profit (%) | 0.1723 | 0.0939 | 0.0784 | 0.1155 | 0.0672 | 0.0853 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -63934 | -43257 | -52758 | -178801 | -176110 | -135683 |
Profit Factor | 1.7776 | 1.832 | 1.721 | 1.4145 | 1.3066 | 1.5479 |
Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Winning Trades | 78 | 38 | 40 | 78 | 38 | 40 |
Losing Trades | 16 | 9 | 7 | 16 | 9 | 7 |
Profitability (%) | 82.9787 | 80.8511 | 85.1064 | 82.9787 | 80.8511 | 85.1064 |
Ratio Avg Win / Avg Loss | 0.3646 | 0.4339 | 0.3012 | 0.2901 | 0.3095 | 0.2709 |
Largest Winning Trade | 21180 | 19041 | 21180 | 54127 | 36279 | 54127 |
Largest Losing Trade | -43257 | -43257 | -36253 | -176110 | -176110 | -88026 |
Avg Bars in Trades | 35 | 46 | 25 | 35 | 46 | 25 |
Avg Bars in Winners | 10 | 10 | 9 | 10 | 10 | 9 |
Avg Bars in Losers | 161 | 200 | 112 | 161 | 200 | 112 |
Bars Traded | 3366 | 2190 | 1176 | 3366 | 2190 | 1176 |
Profit Streak | 0 | 126.7611 | 0 | 0 | 126.7611 | 0 |
Trades During Streak | 0 | 5 | 0 | 0 | 5 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 456646 | -61388 | -83065 | -35046 | -99285 | -74381 |
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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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