Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 296230.7478 | 187597.3931 | 108633.3547 | 129081.9324 | -95671.077 | 224753.0094 |
Total P&L (%) | 296.2307 | 187.5974 | 108.6334 | 129.0819 | -95.6711 | 224.753 |
Avg Daily Profit (%) | 0.1575 | 0.0997 | 0.0578 | 0.0441 | -0.1668 | 0.0626 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -126791 | -79986 | -71027 | -337033 | -305477 | -71896 |
Profit Factor | 1.5794 | 1.6453 | 1.4926 | 1.168 | 0.8241 | 2.0014 |
Total Trades | 89 | 45 | 44 | 89 | 45 | 44 |
Winning Trades | 51 | 24 | 27 | 51 | 24 | 27 |
Losing Trades | 38 | 21 | 17 | 38 | 21 | 17 |
Profitability (%) | 57.3034 | 53.3333 | 61.3636 | 57.3034 | 53.3333 | 61.3636 |
Ratio Avg Win / Avg Loss | 1.1768 | 1.4397 | 0.9398 | 0.8703 | 0.7211 | 1.2601 |
Largest Winning Trade | 101490 | 101490 | 35066 | 97971 | 58948 | 97971 |
Largest Losing Trade | -69253 | -69253 | -46487 | -243133 | -243133 | -50458 |
Avg Bars in Trades | 81 | 85 | 77 | 81 | 85 | 77 |
Avg Bars in Winners | 70 | 66 | 73 | 70 | 66 | 73 |
Avg Bars in Losers | 96 | 107 | 84 | 96 | 107 | 84 |
Bars Traded | 7255 | 3838 | 3417 | 7255 | 3838 | 3417 |
Profit Streak | 121.1507 | 121.1507 | 138.9007 | 121.1507 | 121.1507 | 138.9007 |
Trades During Streak | 6 | 3 | 3 | 6 | 3 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 420830 | -55974 | -113325 | -168788 | -578928 | -103711 |
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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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