Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 302577.3169 | 222583.9374 | 79993.3795 | 18010.6941 | -82835.1661 | 100845.8601 |
Total P&L (%) | 302.5773 | 222.5839 | 79.9934 | 18.0107 | -82.8352 | 100.8459 |
Avg Daily Profit (%) | 0.1695 | 0.1247 | 0.0448 | 0.0093 | -0.0987 | 0.0391 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -127629 | -111986 | -98323 | -539862 | -400615 | -397168 |
Profit Factor | 1.5642 | 1.7204 | 1.3519 | 1.0106 | 0.919 | 1.1489 |
Total Trades | 85 | 42 | 43 | 85 | 42 | 43 |
Winning Trades | 38 | 15 | 23 | 38 | 15 | 23 |
Losing Trades | 47 | 27 | 20 | 47 | 27 | 20 |
Profitability (%) | 44.7059 | 35.7143 | 53.4884 | 44.7059 | 35.7143 | 53.4884 |
Ratio Avg Win / Avg Loss | 1.9346 | 3.0967 | 1.1755 | 1.2499 | 1.6542 | 0.9991 |
Largest Winning Trade | 263975 | 263975 | 64843 | 354166 | 354166 | 241680 |
Largest Losing Trade | -29540 | -29540 | -26720 | -179619 | -179619 | -101688 |
Avg Bars in Trades | 38 | 32 | 43 | 38 | 32 | 43 |
Avg Bars in Winners | 55 | 55 | 55 | 55 | 55 | 55 |
Avg Bars in Losers | 24 | 19 | 30 | 24 | 19 | 30 |
Bars Traded | 3251 | 1366 | 1885 | 3251 | 1366 | 1885 |
Profit Streak | 6.8305 | 0 | 25.3305 | 6.8305 | 0 | 25.3305 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 324866 | -28795 | -131607 | -398666 | -583512 | -198044 |
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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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