Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 191269.1676 | 74595.0562 | 116674.1113 | 3494.9394 | -50739.9466 | 54234.886 |
Total P&L (%) | 191.2692 | 74.5951 | 116.6741 | 3.4949 | -50.7399 | 54.2349 |
Avg Daily Profit (%) | 0.1873 | 0.073 | 0.1142 | 0.0034 | -0.0693 | 0.0424 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -159131 | -137875 | -70354 | -76114 | -87147 | -23991 |
Profit Factor | 1.3762 | 1.2324 | 1.6224 | 1.0134 | 0.7162 | 1.6627 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 47 | 21 | 26 | 47 | 21 | 26 |
Losing Trades | 41 | 23 | 18 | 41 | 23 | 18 |
Profitability (%) | 53.4091 | 47.7273 | 59.0909 | 53.4091 | 47.7273 | 59.0909 |
Ratio Avg Win / Avg Loss | 1.2005 | 1.3498 | 1.1232 | 0.884 | 0.7844 | 1.1511 |
Largest Winning Trade | 177135 | 177135 | 43306 | 33902 | 33902 | 20591 |
Largest Losing Trade | -41428 | -36447 | -41428 | -21582 | -21582 | -15720 |
Avg Bars in Trades | 32 | 30 | 34 | 32 | 30 | 34 |
Avg Bars in Winners | 25 | 27 | 23 | 25 | 27 | 23 |
Avg Bars in Losers | 41 | 32 | 51 | 41 | 32 | 51 |
Bars Traded | 2869 | 1335 | 1534 | 2869 | 1335 | 1534 |
Profit Streak | 96.4224 | 121.4224 | 96.4224 | 96.4224 | 121.4224 | 96.4224 |
Trades During Streak | 4 | 3 | 2 | 4 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 364946 | -95226 | -36334 | -559465 | -580251 | -133043 |
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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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