Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 464378.9269 | 389019.4844 | 75359.4425 | 205759.8568 | -47226.1376 | 252985.9945 |
Total P&L (%) | 464.3789 | 389.0195 | 75.3594 | 205.7599 | -47.2261 | 252.986 |
Avg Daily Profit (%) | 0.1852 | 0.1551 | 0.0301 | 0.0446 | -0.0255 | 0.0503 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -120737 | -125465 | -49928 | -1167199 | -1197047 | -120704 |
Profit Factor | 1.8057 | 1.8836 | 1.5539 | 1.0792 | 0.9788 | 1.6843 |
Total Trades | 117 | 58 | 59 | 117 | 58 | 59 |
Winning Trades | 88 | 45 | 43 | 88 | 45 | 43 |
Losing Trades | 29 | 13 | 16 | 29 | 13 | 16 |
Profitability (%) | 75.2137 | 77.5862 | 72.8814 | 75.2137 | 77.5862 | 72.8814 |
Ratio Avg Win / Avg Loss | 0.5951 | 0.5441 | 0.5782 | 0.3557 | 0.2828 | 0.6267 |
Largest Winning Trade | 52761 | 52761 | 14705 | 299562 | 299562 | 162945 |
Largest Losing Trade | -83532 | -83532 | -24781 | -726343 | -726343 | -106298 |
Avg Bars in Trades | 60 | 119 | 3 | 60 | 119 | 3 |
Avg Bars in Winners | 24 | 46 | 2 | 24 | 46 | 2 |
Avg Bars in Losers | 170 | 371 | 6 | 170 | 371 | 6 |
Bars Traded | 7124 | 6925 | 199 | 7124 | 6925 | 199 |
Profit Streak | 43.8351 | 43.8351 | 76.8351 | 43.8351 | 43.8351 | 76.8351 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 483118 | -167890 | -325240 | -263123 | -756703 | -297786 |
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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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