Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 351783.3336 | 155871.2164 | 195912.1172 | 990749.8804 | -4758.1732 | 995508.0536 |
Total P&L (%) | 351.7833 | 155.8712 | 195.9121 | 990.7499 | -4.7582 | 995.5081 |
Avg Daily Profit (%) | 0.1868 | 0.0828 | 0.1041 | 0.127 | -0.0026 | 0.1272 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -56659 | -79975 | -33814 | -671533 | -802785 | -262265 |
Profit Factor | 2.1382 | 1.7626 | 2.8716 | 1.4779 | 0.9967 | 2.5881 |
Total Trades | 89 | 45 | 44 | 89 | 45 | 44 |
Winning Trades | 58 | 26 | 32 | 58 | 26 | 32 |
Losing Trades | 31 | 19 | 12 | 31 | 19 | 12 |
Profitability (%) | 65.1685 | 57.7778 | 72.7273 | 65.1685 | 57.7778 | 72.7273 |
Ratio Avg Win / Avg Loss | 1.1428 | 1.2881 | 1.0768 | 0.7899 | 0.7284 | 0.9705 |
Largest Winning Trade | 65259 | 65259 | 37670 | 293382 | 195036 | 293382 |
Largest Losing Trade | -43338 | -43338 | -32083 | -447128 | -447128 | -244070 |
Avg Bars in Trades | 82 | 104 | 59 | 82 | 104 | 59 |
Avg Bars in Winners | 50 | 44 | 54 | 50 | 44 | 54 |
Avg Bars in Losers | 143 | 187 | 73 | 143 | 187 | 73 |
Bars Traded | 7339 | 4717 | 2622 | 7339 | 4717 | 2622 |
Profit Streak | 16.8192 | 16.8192 | 18.3192 | 16.8192 | 16.8192 | 18.3192 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 504513 | -78543 | -46126 | -20011 | -579131 | -17031 |
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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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