Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 278989.1052 | 157105.1726 | 121883.9326 | 92791.8661 | -46112.9264 | 138904.7925 |
Total P&L (%) | 278.9891 | 157.1052 | 121.8839 | 92.7919 | -46.1129 | 138.9048 |
Avg Daily Profit (%) | 0.1678 | 0.0945 | 0.0733 | 0.0395 | -0.0372 | 0.0524 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -148359 | -122663 | -41194 | -318800 | -321769 | -74627 |
Profit Factor | 1.7714 | 1.7397 | 1.8166 | 1.16 | 0.8864 | 1.7981 |
Total Trades | 89 | 44 | 45 | 89 | 44 | 45 |
Winning Trades | 53 | 26 | 27 | 53 | 26 | 27 |
Losing Trades | 36 | 18 | 18 | 36 | 18 | 18 |
Profitability (%) | 59.5506 | 59.0909 | 60 | 59.5506 | 59.0909 | 60 |
Ratio Avg Win / Avg Loss | 1.2032 | 1.2044 | 1.2111 | 0.788 | 0.6136 | 1.1987 |
Largest Winning Trade | 94219 | 94219 | 22633 | 103451 | 103451 | 42931 |
Largest Losing Trade | -86660 | -86660 | -19901 | -292511 | -292511 | -45882 |
Avg Bars in Trades | 43 | 60 | 26 | 43 | 60 | 26 |
Avg Bars in Winners | 28 | 32 | 24 | 28 | 32 | 24 |
Avg Bars in Losers | 65 | 100 | 30 | 65 | 100 | 30 |
Bars Traded | 3852 | 2644 | 1208 | 3852 | 2644 | 1208 |
Profit Streak | 275.609 | 277.2757 | 275.609 | 275.609 | 277.2757 | 275.609 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 447870 | -62452 | -90139 | -183468 | -578572 | -118053 |
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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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