Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 349962.8252 | 246005.7458 | 103957.0794 | 110308.1392 | -533389.75 | 643697.8891 |
Total P&L (%) | 349.9628 | 246.0057 | 103.9571 | 110.3081 | -533.3898 | 643.6979 |
Avg Daily Profit (%) | 0.1827 | 0.1284 | 0.0543 | 0.0388 | 0 | 0.1048 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -149852 | -141119 | -37371 | -1524630 | -1868079 | -176915 |
Profit Factor | 1.7571 | 1.631 | 2.4374 | 1.0299 | 0.842 | 3.0919 |
Total Trades | 87 | 43 | 44 | 87 | 43 | 44 |
Winning Trades | 65 | 35 | 30 | 65 | 35 | 30 |
Losing Trades | 22 | 8 | 14 | 22 | 8 | 14 |
Profitability (%) | 74.7126 | 81.3953 | 68.1818 | 74.7126 | 81.3953 | 68.1818 |
Ratio Avg Win / Avg Loss | 0.5947 | 0.3728 | 1.1375 | 0.3486 | 0.1925 | 1.4429 |
Largest Winning Trade | 87836 | 87836 | 15601 | 477700 | 477700 | 115974 |
Largest Losing Trade | -73578 | -73578 | -11476 | -871046 | -871046 | -61022 |
Avg Bars in Trades | 86 | 167 | 7 | 86 | 167 | 7 |
Avg Bars in Winners | 44 | 79 | 4 | 44 | 79 | 4 |
Avg Bars in Losers | 210 | 555 | 13 | 210 | 555 | 13 |
Bars Traded | 7540 | 7218 | 322 | 7540 | 7218 | 322 |
Profit Streak | 6.0965 | 87.5965 | 6.0965 | 6.0965 | 87.5965 | 6.0965 |
Trades During Streak | 2 | 4 | 1 | 2 | 4 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 464732 | -15775 | -113521 | -325425 | -575296 | -44465 |
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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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