Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 305059.9678 | 81935.2836 | 223124.6842 | 300153.8856 | -108083.4606 | 408237.3463 |
Total P&L (%) | 305.06 | 81.9353 | 223.1247 | 300.1539 | -108.0835 | 408.2373 |
Avg Daily Profit (%) | 0.1828 | 0.0491 | 0.1337 | 0.0831 | 0 | 0.0975 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -193799 | -182243 | -44750 | -266193 | -320272 | -16874 |
Profit Factor | 1.802 | 1.2825 | 3.4692 | 1.4962 | 0.803 | 8.2529 |
Total Trades | 93 | 46 | 47 | 93 | 46 | 47 |
Winning Trades | 71 | 32 | 39 | 71 | 32 | 39 |
Losing Trades | 22 | 14 | 8 | 22 | 14 | 8 |
Profitability (%) | 76.3441 | 69.5652 | 82.9787 | 76.3441 | 69.5652 | 82.9787 |
Ratio Avg Win / Avg Loss | 0.5584 | 0.5611 | 0.7116 | 0.4636 | 0.3513 | 1.6929 |
Largest Winning Trade | 83318 | 83318 | 32624 | 58609 | 58609 | 32692 |
Largest Losing Trade | -61699 | -61699 | -33145 | -182010 | -182010 | -24744 |
Avg Bars in Trades | 32 | 43 | 21 | 32 | 43 | 21 |
Avg Bars in Winners | 13 | 13 | 12 | 13 | 13 | 12 |
Avg Bars in Losers | 93 | 109 | 65 | 93 | 109 | 65 |
Bars Traded | 2999 | 1985 | 1014 | 2999 | 1985 | 1014 |
Profit Streak | 60.0156 | 60.0156 | 117.0156 | 60.0156 | 60.0156 | 117.0156 |
Trades During Streak | 11 | 5 | 7 | 11 | 5 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 494476 | -124900 | -4612 | -76710 | -576658 | -48263 |
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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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