Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 371934.1141 | 89627.5438 | 282306.5703 | 720714.5379 | -37077.8977 | 757792.4356 |
Total P&L (%) | 371.9341 | 89.6275 | 282.3066 | 720.7145 | -37.0779 | 757.7924 |
Avg Daily Profit (%) | 0.2512 | 0.0605 | 0.1907 | 0.1423 | -0.0313 | 0.1453 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -85755 | -88454 | -74976 | -1090440 | -876422 | -954120 |
Profit Factor | 1.761 | 1.3399 | 2.2544 | 1.1598 | 0.9828 | 1.3212 |
Total Trades | 109 | 55 | 54 | 109 | 55 | 54 |
Winning Trades | 76 | 37 | 39 | 76 | 37 | 39 |
Losing Trades | 33 | 18 | 15 | 33 | 18 | 15 |
Profitability (%) | 69.7248 | 67.2727 | 72.2222 | 69.7248 | 67.2727 | 72.2222 |
Ratio Avg Win / Avg Loss | 0.7647 | 0.6519 | 0.8671 | 0.5036 | 0.4781 | 0.5082 |
Largest Winning Trade | 52482 | 52482 | 33072 | 274264 | 274264 | 264929 |
Largest Losing Trade | -58610 | -41891 | -58610 | -744098 | -371115 | -744098 |
Avg Bars in Trades | 73 | 44 | 102 | 73 | 44 | 102 |
Avg Bars in Winners | 57 | 42 | 71 | 57 | 42 | 71 |
Avg Bars in Losers | 111 | 50 | 184 | 111 | 50 | 184 |
Bars Traded | 8018 | 2462 | 5557 | 8018 | 2462 | 5557 |
Profit Streak | 92.3264 | 98.4931 | 0 | 92.3264 | 98.4931 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 442926 | -290682 | -168119 | -45357 | -758034 | -177321 |
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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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