Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 357933.7064 | 183863.8994 | 174069.807 | 124063.1028 | -259617.562 | 383680.6648 |
Total P&L (%) | 357.9337 | 183.8639 | 174.0698 | 124.0631 | -259.6176 | 383.6807 |
Avg Daily Profit (%) | 0.2149 | 0.1104 | 0.1045 | 0.0485 | 0 | 0.0947 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -215817 | -202437 | -42739 | -718462 | -825534 | -120273 |
Profit Factor | 1.7216 | 1.5114 | 2.275 | 1.0813 | 0.7829 | 2.1644 |
Total Trades | 83 | 41 | 42 | 83 | 41 | 42 |
Winning Trades | 49 | 19 | 30 | 49 | 19 | 30 |
Losing Trades | 34 | 22 | 12 | 34 | 22 | 12 |
Profitability (%) | 59.0361 | 46.3415 | 71.4286 | 59.0361 | 46.3415 | 71.4286 |
Ratio Avg Win / Avg Loss | 1.1946 | 1.7501 | 0.91 | 0.7503 | 0.9066 | 0.8658 |
Largest Winning Trade | 205539 | 205539 | 45385 | 370322 | 370322 | 93885 |
Largest Losing Trade | -56804 | -56804 | -42739 | -233293 | -233293 | -117588 |
Avg Bars in Trades | 74 | 90 | 58 | 74 | 90 | 58 |
Avg Bars in Winners | 48 | 49 | 47 | 48 | 49 | 47 |
Avg Bars in Losers | 112 | 126 | 85 | 112 | 126 | 85 |
Bars Traded | 6165 | 3727 | 2438 | 6165 | 3727 | 2438 |
Profit Streak | 122.2584 | 125.5084 | 122.2584 | 122.2584 | 125.5084 | 122.2584 |
Trades During Streak | 6 | 3 | 3 | 6 | 3 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 414997 | -43138 | -47705 | -259304 | -580813 | -61025 |
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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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