Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 339725.3182 | 146198.7587 | 193526.5594 | 78348.1668 | -134311.8801 | 212660.047 |
Total P&L (%) | 339.7253 | 146.1988 | 193.5266 | 78.3482 | -134.3119 | 212.66 |
Avg Daily Profit (%) | 0.2047 | 0.0881 | 0.1166 | 0.0349 | 0 | 0.0687 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -101195 | -111060 | -49605 | -343507 | -376845 | -184875 |
Profit Factor | 1.5179 | 1.3396 | 1.8583 | 1.0476 | 0.8738 | 1.3651 |
Total Trades | 98 | 49 | 49 | 98 | 49 | 49 |
Winning Trades | 56 | 27 | 29 | 56 | 27 | 29 |
Losing Trades | 42 | 22 | 20 | 42 | 22 | 20 |
Profitability (%) | 57.1429 | 55.102 | 59.1837 | 57.1429 | 55.102 | 59.1837 |
Ratio Avg Win / Avg Loss | 1.1384 | 1.0915 | 1.2816 | 0.7857 | 0.7119 | 0.9415 |
Largest Winning Trade | 84011 | 84011 | 67661 | 119937 | 119720 | 119937 |
Largest Losing Trade | -50469 | -50469 | -37430 | -172882 | -172882 | -120021 |
Avg Bars in Trades | 64 | 68 | 60 | 64 | 68 | 60 |
Avg Bars in Winners | 55 | 40 | 68 | 55 | 40 | 68 |
Avg Bars in Losers | 77 | 103 | 49 | 77 | 103 | 49 |
Bars Traded | 6363 | 3378 | 2985 | 6363 | 3378 | 2985 |
Profit Streak | 40.8429 | 0 | 80.0929 | 40.8429 | 0 | 80.0929 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 389245 | -74293 | -33103 | -314435 | -580020 | -100553 |
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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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