Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 275297.3828 | 114846.6754 | 160450.7075 | 609280.5191 | -180855.6518 | 790136.1708 |
Total P&L (%) | 275.2974 | 114.8467 | 160.4507 | 609.2805 | -180.8557 | 790.1362 |
Avg Daily Profit (%) | 0.1467 | 0.0612 | 0.0855 | 0.1044 | 0 | 0.1166 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -74418 | -85825 | -29251 | -790165 | -849134 | -152664 |
Profit Factor | 1.9981 | 1.6513 | 2.6127 | 1.3708 | 0.859 | 3.1936 |
Total Trades | 123 | 61 | 62 | 123 | 61 | 62 |
Winning Trades | 105 | 50 | 55 | 105 | 50 | 55 |
Losing Trades | 18 | 11 | 7 | 18 | 11 | 7 |
Profitability (%) | 85.3659 | 81.9672 | 88.7097 | 85.3659 | 81.9672 | 88.7097 |
Ratio Avg Win / Avg Loss | 0.3425 | 0.3633 | 0.3325 | 0.235 | 0.189 | 0.4065 |
Largest Winning Trade | 23907 | 23907 | 13706 | 122341 | 68380 | 122341 |
Largest Losing Trade | -59618 | -59618 | -28930 | -656011 | -656011 | -152664 |
Avg Bars in Trades | 43 | 57 | 28 | 43 | 57 | 28 |
Avg Bars in Winners | 14 | 13 | 15 | 14 | 13 | 15 |
Avg Bars in Losers | 211 | 260 | 134 | 211 | 260 | 134 |
Bars Traded | 5319 | 3525 | 1794 | 5319 | 3525 | 1794 |
Profit Streak | 52.659 | 52.659 | 62.9924 | 52.659 | 52.659 | 62.9924 |
Trades During Streak | 9 | 4 | 5 | 9 | 4 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 376922 | -266986 | -224270 | -47613 | -736904 | -181314 |
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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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