Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 266600.3332 | 92154.322 | 174446.0112 | 174706.0619 | 1539.9121 | 173166.1498 |
Total P&L (%) | 266.6003 | 92.1543 | 174.446 | 174.7061 | 1.5399 | 173.1662 |
Avg Daily Profit (%) | 0.1788 | 0.0618 | 0.117 | 0.0678 | 0.001 | 0.0674 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -108180 | -89290 | -48138 | -508470 | -431463 | -190090 |
Profit Factor | 1.622 | 1.3389 | 2.1134 | 1.1337 | 1.0019 | 1.3509 |
Total Trades | 113 | 56 | 57 | 113 | 56 | 57 |
Winning Trades | 70 | 36 | 34 | 70 | 36 | 34 |
Losing Trades | 43 | 20 | 23 | 43 | 20 | 23 |
Profitability (%) | 61.9469 | 64.2857 | 59.6491 | 61.9469 | 64.2857 | 59.6491 |
Ratio Avg Win / Avg Loss | 0.9964 | 0.7438 | 1.4297 | 0.6964 | 0.5566 | 0.9138 |
Largest Winning Trade | 42199 | 42199 | 26338 | 89466 | 89466 | 45783 |
Largest Losing Trade | -65353 | -65353 | -39211 | -380878 | -380878 | -167787 |
Avg Bars in Trades | 35 | 44 | 26 | 35 | 44 | 26 |
Avg Bars in Winners | 26 | 26 | 26 | 26 | 26 | 26 |
Avg Bars in Losers | 49 | 77 | 24 | 49 | 77 | 24 |
Bars Traded | 4005 | 2516 | 1489 | 4005 | 2516 | 1489 |
Profit Streak | 8.2736 | 8.9403 | 8.2736 | 8.2736 | 8.9403 | 8.2736 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 385503 | -289295 | -211788 | -174595 | -754863 | -282057 |
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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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