Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 226823.7895 | 72878.9698 | 153944.8197 | 148046.3193 | -93242.0165 | 241288.3358 |
Total P&L (%) | 226.8238 | 72.879 | 153.9448 | 148.0463 | -93.242 | 241.2883 |
Avg Daily Profit (%) | 0.2199 | 0.0706 | 0.1492 | 0.0881 | -0.2608 | 0.1191 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -107773 | -114371 | -60524 | -602568 | -497953 | -373046 |
Profit Factor | 1.5232 | 1.2692 | 1.9454 | 1.0938 | 0.9059 | 1.4101 |
Total Trades | 116 | 58 | 58 | 116 | 58 | 58 |
Winning Trades | 89 | 43 | 46 | 89 | 43 | 46 |
Losing Trades | 27 | 15 | 12 | 27 | 15 | 12 |
Profitability (%) | 76.7241 | 74.1379 | 79.3103 | 76.7241 | 74.1379 | 79.3103 |
Ratio Avg Win / Avg Loss | 0.4621 | 0.4428 | 0.5075 | 0.3318 | 0.316 | 0.3678 |
Largest Winning Trade | 24124 | 24124 | 23072 | 86630 | 86630 | 83789 |
Largest Losing Trade | -60524 | -47503 | -60524 | -373046 | -259512 | -373046 |
Avg Bars in Trades | 49 | 58 | 40 | 49 | 58 | 40 |
Avg Bars in Winners | 25 | 26 | 25 | 25 | 26 | 25 |
Avg Bars in Losers | 126 | 149 | 97 | 126 | 149 | 97 |
Bars Traded | 5709 | 3379 | 2330 | 5709 | 3379 | 2330 |
Profit Streak | 27.8268 | 0 | 48.4935 | 27.8268 | 0 | 48.4935 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 437863 | -277314 | -168624 | -189804 | -757704 | -210666 |
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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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