Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 257923.2832 | 175072.3507 | 82850.9325 | 19255.8603 | -57409.2785 | 76665.1388 |
Total P&L (%) | 257.9233 | 175.0724 | 82.8509 | 19.2559 | -57.4093 | 76.6651 |
Avg Daily Profit (%) | 0.1622 | 0.1101 | 0.0521 | 0.0111 | -0.0537 | 0.0358 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -211732 | -142178 | -69554 | -261663 | -227581 | -37999 |
Profit Factor | 1.5775 | 1.5799 | 1.5727 | 1.0388 | 0.8576 | 1.826 |
Total Trades | 93 | 46 | 47 | 93 | 46 | 47 |
Winning Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Losing Trades | 15 | 7 | 8 | 15 | 7 | 8 |
Profitability (%) | 83.871 | 84.7826 | 82.9787 | 83.871 | 84.7826 | 82.9787 |
Ratio Avg Win / Avg Loss | 0.3034 | 0.2836 | 0.3226 | 0.1998 | 0.1539 | 0.3746 |
Largest Winning Trade | 43312 | 43312 | 24621 | 35243 | 35243 | 19051 |
Largest Losing Trade | -68444 | -68444 | -64883 | -146705 | -146705 | -31440 |
Avg Bars in Trades | 30 | 51 | 9 | 30 | 51 | 9 |
Avg Bars in Winners | 10 | 13 | 6 | 10 | 13 | 6 |
Avg Bars in Losers | 134 | 259 | 25 | 134 | 259 | 25 |
Bars Traded | 2806 | 2350 | 456 | 2806 | 2350 | 456 |
Profit Streak | 137.1561 | 137.1561 | 295.6561 | 137.1561 | 137.1561 | 295.6561 |
Trades During Streak | 5 | 2 | 4 | 5 | 2 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 490227 | -40525 | -117361 | -358712 | -575390 | -138497 |
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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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