Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 287509.2528 | 264347.6279 | 23161.6249 | -19451.0481 | -3366.485 | -16084.5631 |
Total P&L (%) | 287.5093 | 264.3476 | 23.1616 | -19.451 | -3.3665 | -16.0846 |
Avg Daily Profit (%) | 0.1512 | 0.139 | 0.0122 | -0.0114 | -0.0018 | -0.0092 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -187971 | -196419 | -65766 | -688730 | -697765 | -150988 |
Profit Factor | 1.6369 | 1.7383 | 1.2481 | 0.9838 | 0.9965 | 0.9297 |
Total Trades | 85 | 42 | 43 | 85 | 42 | 43 |
Winning Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Losing Trades | 22 | 10 | 12 | 22 | 10 | 12 |
Profitability (%) | 74.1176 | 76.1905 | 72.093 | 74.1176 | 76.1905 | 72.093 |
Ratio Avg Win / Avg Loss | 0.5716 | 0.5432 | 0.4831 | 0.3436 | 0.3114 | 0.3599 |
Largest Winning Trade | 55640 | 55640 | 14318 | 124841 | 124841 | 45487 |
Largest Losing Trade | -77867 | -77867 | -50692 | -517397 | -517397 | -123326 |
Avg Bars in Trades | 123 | 248 | 1 | 123 | 248 | 1 |
Avg Bars in Winners | 56 | 109 | 1 | 56 | 109 | 1 |
Avg Bars in Losers | 317 | 693 | 3 | 317 | 693 | 3 |
Bars Traded | 10520 | 10449 | 71 | 10520 | 10449 | 71 |
Profit Streak | 654.097 | 732.097 | 654.097 | 654.097 | 732.097 | 654.097 |
Trades During Streak | 4 | 5 | 2 | 4 | 5 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 450197 | -2111 | -179094 | -575798 | -575977 | -576627 |
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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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