Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 228368.9169 | 36544.4293 | 191824.4876 | 186961.9773 | -85392.6706 | 272354.6479 |
Total P&L (%) | 228.3689 | 36.5444 | 191.8245 | 186.962 | -85.3927 | 272.3546 |
Avg Daily Profit (%) | 0.1529 | 0.0245 | 0.1284 | 0.0706 | -0.1287 | 0.088 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -74153 | -88048 | -32671 | -234569 | -252780 | -41189 |
Profit Factor | 1.701 | 1.1496 | 3.3536 | 1.3504 | 0.8018 | 3.6514 |
Total Trades | 83 | 41 | 42 | 83 | 41 | 42 |
Winning Trades | 45 | 21 | 24 | 45 | 21 | 24 |
Losing Trades | 38 | 20 | 18 | 38 | 20 | 18 |
Profitability (%) | 54.2169 | 51.2195 | 57.1429 | 54.2169 | 51.2195 | 57.1429 |
Ratio Avg Win / Avg Loss | 1.4364 | 1.0949 | 2.5152 | 1.1404 | 0.7636 | 2.7385 |
Largest Winning Trade | 74241 | 74241 | 42844 | 86071 | 61791 | 86071 |
Largest Losing Trade | -53778 | -53778 | -12601 | -185703 | -185703 | -15928 |
Avg Bars in Trades | 31 | 38 | 23 | 31 | 38 | 23 |
Avg Bars in Winners | 22 | 23 | 21 | 22 | 23 | 21 |
Avg Bars in Losers | 41 | 53 | 27 | 41 | 53 | 27 |
Bars Traded | 2577 | 1576 | 1001 | 2577 | 1576 | 1001 |
Profit Streak | 4.4595 | 0 | 24.4595 | 4.4595 | 0 | 24.4595 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 317098 | -218486 | -12922 | -98821 | -580584 | -66344 |
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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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