Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 248699.1844 | 58498.8765 | 190200.3079 | 51872.1435 | -115334.5503 | 167206.6938 |
Total P&L (%) | 248.6992 | 58.4989 | 190.2003 | 51.8721 | -115.3346 | 167.2067 |
Avg Daily Profit (%) | 0.1492 | 0.0351 | 0.1141 | 0.0251 | 0 | 0.059 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -103469 | -118452 | -40521 | -198716 | -243454 | -47885 |
Profit Factor | 1.6692 | 1.2175 | 2.853 | 1.1084 | 0.6968 | 2.7021 |
Total Trades | 93 | 46 | 47 | 93 | 46 | 47 |
Winning Trades | 77 | 38 | 39 | 77 | 38 | 39 |
Losing Trades | 16 | 8 | 8 | 16 | 8 | 8 |
Profitability (%) | 82.7957 | 82.6087 | 82.9787 | 82.7957 | 82.6087 | 82.9787 |
Ratio Avg Win / Avg Loss | 0.3468 | 0.2563 | 0.5852 | 0.2303 | 0.1467 | 0.5543 |
Largest Winning Trade | 64342 | 64342 | 29264 | 46850 | 41879 | 46850 |
Largest Losing Trade | -80765 | -80765 | -28649 | -186369 | -186369 | -47885 |
Avg Bars in Trades | 48 | 74 | 22 | 48 | 74 | 22 |
Avg Bars in Winners | 15 | 22 | 9 | 15 | 22 | 9 |
Avg Bars in Losers | 204 | 320 | 88 | 204 | 320 | 88 |
Bars Traded | 4473 | 3404 | 1069 | 4473 | 3404 | 1069 |
Profit Streak | 57.3892 | 57.3892 | 300.3892 | 57.3892 | 57.3892 | 300.3892 |
Trades During Streak | 5 | 2 | 11 | 5 | 2 | 11 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 458716 | -143665 | -31929 | -257353 | -575582 | -105729 |
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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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