Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 287802.8883 | 206101.6227 | 81701.2656 | -34368.6396 | 48951.2431 | -83319.8827 |
Total P&L (%) | 287.8029 | 206.1016 | 81.7013 | -34.3686 | 48.9512 | -83.3199 |
Avg Daily Profit (%) | 0.1514 | 0.1084 | 0.043 | -0.0222 | 0.021 | -0.0942 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -111727 | -113557 | -125894 | -83117 | -21556 | -82509 |
Profit Factor | 1.4847 | 1.974 | 1.2138 | 0.8147 | 2.4161 | 0.4478 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 52 | 27 | 25 | 52 | 27 | 25 |
Losing Trades | 34 | 16 | 18 | 34 | 16 | 18 |
Profitability (%) | 60.4651 | 62.7907 | 58.1395 | 60.4651 | 62.7907 | 58.1395 |
Ratio Avg Win / Avg Loss | 0.9708 | 1.1698 | 0.8739 | 0.5327 | 1.4318 | 0.3224 |
Largest Winning Trade | 68825 | 68825 | 62355 | 21427 | 21427 | 6803 |
Largest Losing Trade | -88087 | -61151 | -88087 | -77832 | -14343 | -77832 |
Avg Bars in Trades | 38 | 31 | 46 | 38 | 31 | 46 |
Avg Bars in Winners | 34 | 27 | 42 | 34 | 27 | 42 |
Avg Bars in Losers | 45 | 37 | 52 | 45 | 37 | 52 |
Bars Traded | 3340 | 1338 | 2002 | 3340 | 1338 | 2002 |
Profit Streak | 216.839 | 216.839 | 378.839 | 216.839 | 216.839 | 378.839 |
Trades During Streak | 10 | 5 | 8 | 10 | 5 | 8 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 365295 | -42456 | -135053 | -577383 | -159667 | -578234 |
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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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