Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 244921.327 | 85778.1852 | 159143.1419 | 91819.552 | 83282.5691 | 8536.9829 |
Total P&L (%) | 244.9213 | 85.7782 | 159.1431 | 91.8196 | 83.2826 | 8.537 |
Avg Daily Profit (%) | 0.1653 | 0.0579 | 0.1074 | 0.044 | 0.0409 | 0.0055 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -131042 | -76462 | -77402 | -439332 | -190547 | -286066 |
Profit Factor | 1.4836 | 1.2796 | 1.797 | 1.0914 | 1.1658 | 1.017 |
Total Trades | 113 | 56 | 57 | 113 | 56 | 57 |
Winning Trades | 73 | 32 | 41 | 73 | 32 | 41 |
Losing Trades | 40 | 24 | 16 | 40 | 24 | 16 |
Profitability (%) | 64.6018 | 57.1429 | 71.9298 | 64.6018 | 57.1429 | 71.9298 |
Ratio Avg Win / Avg Loss | 0.8129 | 0.9597 | 0.7013 | 0.598 | 0.8744 | 0.3969 |
Largest Winning Trade | 39013 | 39013 | 26910 | 94738 | 94738 | 37873 |
Largest Losing Trade | -65097 | -65097 | -41537 | -209933 | -140016 | -209933 |
Avg Bars in Trades | 35 | 46 | 24 | 35 | 46 | 24 |
Avg Bars in Winners | 22 | 20 | 24 | 22 | 20 | 24 |
Avg Bars in Losers | 57 | 80 | 23 | 57 | 80 | 23 |
Bars Traded | 3969 | 2590 | 1379 | 3969 | 2590 | 1379 |
Profit Streak | 11.6393 | 108.6393 | 11.6393 | 11.6393 | 108.6393 | 11.6393 |
Trades During Streak | 2 | 5 | 1 | 2 | 5 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 365261 | -295006 | -225236 | -252502 | -355730 | -731006 |
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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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