Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 266385.3703 | 71549.9506 | 194835.4197 | 16717.4055 | -45599.497 | 62316.9025 |
Total P&L (%) | 266.3854 | 71.55 | 194.8354 | 16.7174 | -45.5995 | 62.3169 |
Avg Daily Profit (%) | 0.1763 | 0.0474 | 0.1289 | 0.0102 | -0.0403 | 0.0321 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -118712 | -67285 | -129236 | -144435 | -85767 | -143280 |
Profit Factor | 1.4846 | 1.2335 | 1.8008 | 1.0326 | 0.8415 | 1.2766 |
Total Trades | 99 | 50 | 49 | 99 | 50 | 49 |
Winning Trades | 59 | 25 | 34 | 59 | 25 | 34 |
Losing Trades | 40 | 25 | 15 | 40 | 25 | 15 |
Profitability (%) | 59.596 | 50 | 69.3878 | 59.596 | 50 | 69.3878 |
Ratio Avg Win / Avg Loss | 1.0065 | 1.2335 | 0.7945 | 0.7001 | 0.8415 | 0.5632 |
Largest Winning Trade | 48791 | 48791 | 32006 | 29963 | 29963 | 27253 |
Largest Losing Trade | -79301 | -67285 | -79301 | -83925 | -83925 | -80561 |
Avg Bars in Trades | 43 | 51 | 35 | 43 | 51 | 35 |
Avg Bars in Winners | 37 | 42 | 34 | 37 | 42 | 34 |
Avg Bars in Losers | 53 | 60 | 39 | 53 | 60 | 39 |
Bars Traded | 4344 | 2585 | 1759 | 4344 | 2585 | 1759 |
Profit Streak | 37.4373 | 37.4373 | 72.1039 | 37.4373 | 37.4373 | 72.1039 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 400581 | -309502 | -16665 | -372099 | -760288 | -148718 |
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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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